+1,744.2%
TER vs XLB
+159.0%
+1,585.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +5.3% |
| 7D | +11.0% | -0.2% | +11.2% | +11.2% |
| 30D | -1.9% | -1.7% | -0.1% | -0.3% |
| 3M | -0.7% | +4.4% | -5.0% | -6.5% |
| 6M | +36.4% | +5.0% | +31.3% | +29.7% |
| YTD | +92.4% | +15.5% | +77.0% | +65.7% |
| 1Y | +213.5% | +14.9% | +198.6% | +170.4% |
| 3Y | +277.2% | +34.5% | +242.7% | +179.6% |
| 5Y | +219.1% | +36.5% | +182.6% | +138.0% |
| 10Y | +1,744.2% | +159.6% | +1,584.6% | +626.5% |
| All | +1,744.2% | +159.0% | +1,585.3% | +626.5% |
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