+8.2%
F vs XLB
+837.1%
-828.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.5% |
| 7D | -2.1% | -1.6% | -0.5% | -0.8% |
| 30D | +3.3% | +7.2% | -3.9% | -2.9% |
| 3M | -11.3% | 0.0% | -11.4% | -11.3% |
| 6M | +5.3% | +2.3% | +3.0% | +3.1% |
| YTD | -2.2% | +18.4% | -20.6% | -16.2% |
| 1Y | -3.5% | +23.3% | -26.9% | -20.3% |
| 3Y | +49.5% | +45.2% | +4.3% | +7.5% |
| 5Y | -13.5% | +31.0% | -44.5% | -30.5% |
| 10Y | +69.0% | +168.8% | -99.7% | -25.6% |
| All | +8.2% | +837.1% | -828.9% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling