-4.2%
C vs XLB
+834.1%
-838.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.8% |
| 30D | -5.2% | +6.9% | -12.1% | -11.7% |
| 3M | -9.1% | -0.2% | -8.9% | -9.3% |
| 6M | -1.6% | +3.3% | -4.9% | -5.7% |
| YTD | +6.9% | +18.0% | -11.1% | -11.6% |
| 1Y | +23.0% | +24.2% | -1.3% | -3.8% |
| 3Y | +216.1% | +44.7% | +171.4% | +109.6% |
| 5Y | +112.2% | +31.6% | +80.7% | +53.7% |
| 10Y | +208.8% | +164.2% | +44.6% | +11.3% |
| All | -4.2% | +834.1% | -838.3% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling