+95.1%
F vs XLB
+161.2%
-66.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.8% |
| 7D | +5.3% | -1.4% | +6.7% | +6.8% |
| 30D | +4.6% | -0.4% | +5.0% | +5.0% |
| 3M | -3.7% | +2.0% | -5.6% | -5.9% |
| 6M | +16.8% | +1.8% | +15.0% | +14.2% |
| YTD | +15.3% | +16.6% | -1.3% | -2.6% |
| 1Y | +31.0% | +16.9% | +14.1% | +10.1% |
| 3Y | +45.4% | +32.6% | +12.9% | +7.1% |
| 5Y | +54.7% | +35.6% | +19.0% | +13.1% |
| All | +95.1% | +161.2% | -66.1% | -26.1% |
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