+1,094.2%
TER vs XLB
+818.2%
+276.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.3% |
| 7D | -20.5% | -1.5% | -19.0% | -19.3% |
| 30D | -47.0% | +6.1% | -53.1% | -50.3% |
| 3M | -43.3% | 0.0% | -43.3% | -43.7% |
| 6M | -42.9% | 0.0% | -42.9% | -43.3% |
| YTD | +12.9% | +16.0% | -3.2% | -1.8% |
| 1Y | +18.2% | +24.7% | -6.6% | -4.3% |
| 3Y | +151.8% | +40.4% | +111.4% | +85.7% |
| 5Y | +54.2% | +30.7% | +23.6% | +24.8% |
| 10Y | +908.2% | +173.3% | +735.0% | +305.4% |
| All | +1,094.2% | +818.2% | +276.0% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling