-15.8%
F vs XLB
+29.2%
-45.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.1% |
| 7D | +1.6% | -1.5% | +3.0% | +3.2% |
| 30D | +2.6% | +6.1% | -3.4% | -3.7% |
| 3M | -8.8% | 0.0% | -8.8% | -8.8% |
| 6M | +4.6% | 0.0% | +4.7% | +4.3% |
| YTD | -1.9% | +16.0% | -17.9% | -17.7% |
| 1Y | -0.8% | +24.7% | -25.5% | -23.4% |
| 3Y | +43.5% | +40.4% | +3.1% | -4.4% |
| All | -15.8% | +29.2% | -45.1% | -36.8% |
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 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