-13.3%
F vs XLB
+31.0%
-44.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.5% |
| 7D | +1.0% | +0.5% | +0.5% | +0.3% |
| 30D | +2.1% | +6.9% | -4.8% | -5.1% |
| 3M | -10.3% | -0.2% | -10.1% | -10.1% |
| 6M | +3.3% | +3.3% | 0.0% | -0.7% |
| YTD | -2.0% | +18.0% | -20.0% | -19.3% |
| 1Y | -2.3% | +24.2% | -26.5% | -24.2% |
| 3Y | +49.9% | +44.7% | +5.2% | -3.5% |
| All | -13.3% | +31.0% | -44.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling