+20.5%
C vs XLB
+23.8%
-3.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -2.4% | -1.5% | -0.9% | -1.5% |
| 30D | -6.0% | +6.1% | -12.0% | -8.8% |
| 3M | -10.5% | 0.0% | -10.6% | -10.5% |
| 6M | -5.7% | 0.0% | -5.7% | -5.9% |
| YTD | +4.1% | +16.0% | -11.9% | -7.2% |
| 1Y | +20.5% | +24.7% | -4.3% | +1.7% |
| All | +20.5% | +23.8% | -3.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling