+61.4%
T vs XLB
+165.5%
-104.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +2.0% | -1.6% | +3.6% | +2.7% |
| 30D | -1.0% | +7.2% | -8.3% | -4.3% |
| 3M | -8.1% | 0.0% | -8.2% | -8.2% |
| 6M | -8.3% | +2.3% | -10.6% | -9.6% |
| YTD | -6.1% | +18.4% | -24.5% | -14.5% |
| 1Y | -7.4% | +23.3% | -30.7% | -17.4% |
| 3Y | +65.4% | +45.2% | +20.3% | +32.6% |
| 5Y | +57.6% | +31.0% | +26.7% | +31.8% |
| 10Y | +61.4% | +168.8% | -107.4% | -9.4% |
| All | +61.4% | +165.5% | -104.1% | -9.4% |
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