+53.4%
EFA vs XLB
+35.5%
+17.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.4% |
| 7D | -0.5% | -2.9% | +2.5% | +1.5% |
| 30D | -1.3% | -3.4% | +2.0% | +0.9% |
| 3M | +5.2% | +1.6% | +3.6% | +3.8% |
| 6M | +9.4% | +3.6% | +5.7% | +6.4% |
| YTD | +12.7% | +14.2% | -1.5% | +2.5% |
| 1Y | +19.3% | +15.6% | +3.7% | +7.4% |
| 3Y | +66.3% | +33.1% | +33.2% | +34.4% |
| 5Y | +53.4% | +35.0% | +18.3% | +21.0% |
| All | +53.4% | +35.5% | +17.9% | +21.0% |
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