+33.9%
TER vs XLB
+24.8%
+9.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.8% | +10.2% |
| 7D | -5.8% | -1.4% | -4.4% | -3.7% |
| 30D | -38.9% | +7.1% | -46.0% | -44.6% |
| 3M | -35.1% | +0.6% | -35.7% | -35.8% |
| 6M | -31.6% | +3.5% | -35.0% | -35.7% |
| YTD | +27.2% | +18.2% | +9.0% | +1.6% |
| All | +33.9% | +24.8% | +9.1% | +1.4% |
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