+5.1%
F vs XLB
+825.1%
-820.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -1.7% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.5% | +5.3% | -5.7% | -4.9% |
| 3M | -12.9% | 0.0% | -12.9% | -12.8% |
| 6M | +1.5% | +1.2% | +0.3% | +0.3% |
| YTD | -5.0% | +16.9% | -21.9% | -17.6% |
| 1Y | -7.3% | +20.9% | -28.2% | -22.0% |
| 3Y | +45.3% | +43.3% | +1.9% | +5.7% |
| 5Y | -15.8% | +28.3% | -44.1% | -31.1% |
| 10Y | +64.2% | +165.3% | -101.1% | -26.9% |
| All | +5.1% | +825.1% | -820.0% | -82.9% |
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