+18.9%
NET vs XLB
+6.2%
+12.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.1% |
| 7D | -16.4% | +3.9% | -20.3% | -16.0% |
| 30D | -25.8% | +8.9% | -34.7% | -25.7% |
| 3M | -11.5% | +4.1% | -15.7% | -11.2% |
| 6M | +18.9% | +7.3% | +11.6% | +19.1% |
| All | +18.9% | +6.2% | +12.7% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling