+1,006.2%
TER vs XLB
+166.1%
+840.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -8.9% | +0.5% | -9.4% | -9.1% |
| 30D | -39.1% | +6.9% | -46.0% | -43.7% |
| 3M | -32.8% | -0.2% | -32.6% | -33.0% |
| 6M | -31.7% | +3.3% | -35.0% | -34.8% |
| YTD | +26.9% | +18.0% | +8.9% | +6.3% |
| 1Y | +33.6% | +24.2% | +9.4% | +5.7% |
| 3Y | +181.5% | +44.7% | +136.8% | +92.3% |
| 5Y | +76.1% | +31.6% | +44.6% | +35.6% |
| 10Y | +1,006.2% | +164.2% | +842.0% | +339.3% |
| All | +1,006.2% | +166.1% | +840.1% | +339.3% |
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