+199.9%
TER vs XLB
+17.4%
+182.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.9% |
| 7D | +0.6% | -1.4% | +2.0% | +2.5% |
| 30D | -8.3% | -0.4% | -7.9% | -8.2% |
| 3M | -12.2% | +2.0% | -14.2% | -15.5% |
| 6M | +17.1% | +1.8% | +15.2% | +13.2% |
| YTD | +84.7% | +16.6% | +68.1% | +62.6% |
| 1Y | +199.9% | +16.9% | +183.0% | +160.4% |
| All | +199.9% | +17.4% | +182.5% | +160.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling