+69.0%
F vs XLB
+165.5%
-96.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -0.5% |
| 30D | +3.3% | +7.2% | -3.9% | -4.0% |
| 3M | -11.3% | 0.0% | -11.4% | -11.3% |
| 6M | +5.3% | +2.3% | +3.0% | +2.5% |
| YTD | -2.2% | +18.4% | -20.6% | -18.8% |
| 1Y | -3.5% | +23.3% | -26.9% | -23.3% |
| 3Y | +49.5% | +45.2% | +4.3% | 0.0% |
| 5Y | -13.5% | +31.0% | -44.5% | -34.6% |
| 10Y | +69.0% | +168.8% | -99.7% | -43.1% |
| All | +69.0% | +165.5% | -96.4% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling