+49.9%
F vs XLB
+46.3%
+3.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.4% |
| 30D | +2.1% | +6.9% | -4.8% | -4.3% |
| 3M | -10.3% | -0.2% | -10.1% | -10.1% |
| 6M | +3.3% | +3.3% | 0.0% | -0.2% |
| YTD | -2.0% | +18.0% | -20.0% | -17.8% |
| 1Y | -2.3% | +24.2% | -26.5% | -22.3% |
| 3Y | +49.9% | +44.7% | +5.2% | -3.6% |
| All | +49.9% | +46.3% | +3.6% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling