+62.1%
T vs XLB
+44.4%
+17.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | +1.7% | -1.4% | +3.0% | +1.9% |
| 30D | -1.7% | +7.1% | -8.8% | -2.9% |
| 3M | -7.3% | +0.6% | -7.9% | -7.5% |
| 6M | -11.2% | +3.5% | -14.7% | -11.8% |
| YTD | -8.1% | +18.2% | -26.3% | -11.3% |
| 1Y | -8.0% | +25.6% | -33.6% | -12.4% |
| 3Y | +62.1% | +46.7% | +15.5% | +50.4% |
| All | +62.1% | +44.4% | +17.7% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling