+780.7%
GOOG vs XLB
+163.8%
+616.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | 0.0% | -2.8% | +2.9% | +2.0% |
| 30D | -2.0% | -3.1% | +1.1% | +0.2% |
| 3M | -5.9% | -0.2% | -5.7% | -6.2% |
| 6M | +8.9% | +3.1% | +5.8% | +5.9% |
| YTD | +7.1% | +13.3% | -6.2% | -3.1% |
| 1Y | +39.7% | +12.0% | +27.6% | +27.0% |
| 3Y | +145.8% | +31.4% | +114.4% | +96.3% |
| 5Y | +138.6% | +33.9% | +104.7% | +87.7% |
| All | +780.7% | +163.8% | +616.8% | +341.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling