+1,001.8%
TER vs XLB
+173.6%
+828.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.8% | +10.6% |
| 7D | -5.8% | -1.4% | -4.4% | -4.0% |
| 30D | -38.9% | +7.1% | -46.0% | -43.7% |
| 3M | -35.1% | +0.6% | -35.7% | -36.0% |
| 6M | -31.6% | +3.5% | -35.0% | -34.7% |
| YTD | +27.2% | +18.2% | +9.0% | +6.4% |
| 1Y | +35.2% | +25.6% | +9.6% | +5.7% |
| 3Y | +192.8% | +46.7% | +146.1% | +97.2% |
| 5Y | +72.4% | +30.9% | +41.5% | +33.4% |
| 10Y | +1,001.8% | +167.7% | +834.1% | +343.9% |
| All | +1,001.8% | +173.6% | +828.3% | +343.9% |
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