+67.3%
F vs XLB
+163.6%
-96.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | 0.0% | +5.2% | -5.1% | -5.1% |
| 3M | -13.2% | +0.3% | -13.5% | -13.5% |
| 6M | -10.2% | +1.2% | -11.4% | -11.5% |
| YTD | -4.9% | +16.6% | -21.6% | -19.8% |
| 1Y | -6.1% | +21.4% | -27.5% | -24.1% |
| 3Y | +46.0% | +43.2% | +2.7% | -1.0% |
| 5Y | -15.7% | +28.0% | -43.7% | -34.7% |
| All | +67.3% | +163.6% | -96.2% | -42.4% |
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