+105.9%
C vs XLB
+29.2%
+76.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | -2.4% | -1.5% | -0.9% | -1.1% |
| 30D | -6.0% | +6.1% | -12.0% | -10.7% |
| 3M | -10.5% | 0.0% | -10.6% | -10.8% |
| 6M | -5.7% | 0.0% | -5.7% | -6.2% |
| YTD | +4.1% | +16.0% | -11.9% | -10.1% |
| 1Y | +20.5% | +24.7% | -4.3% | -2.8% |
| 3Y | +208.1% | +40.4% | +167.8% | +124.0% |
| All | +105.9% | +29.2% | +76.7% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling