+71.7%
TER vs XLB
+28.0%
+43.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.1% |
| 7D | +14.4% | +0.5% | +13.8% | +13.9% |
| 30D | -30.6% | +5.2% | -35.7% | -35.2% |
| 3M | -39.2% | +0.3% | -39.5% | -39.8% |
| 6M | -31.3% | +1.2% | -32.4% | -33.1% |
| YTD | +29.1% | +16.6% | +12.4% | +6.3% |
| 1Y | +47.4% | +21.4% | +26.0% | +15.1% |
| 3Y | +191.2% | +43.2% | +148.0% | +86.4% |
| All | +71.7% | +28.0% | +43.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling