-1.6%
F vs XLB
+24.8%
-26.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -1.0% |
| 7D | -0.6% | -1.4% | +0.7% | +0.5% |
| 30D | +2.9% | +7.1% | -4.2% | -2.8% |
| 3M | -9.5% | +0.6% | -10.1% | -10.0% |
| 6M | +4.0% | +3.5% | +0.5% | +1.0% |
| YTD | -1.3% | +18.2% | -19.5% | -16.6% |
| All | -1.6% | +24.8% | -26.3% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling