+18.4%
U vs XLB
+29.8%
-11.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.7% |
| 7D | +7.5% | +3.9% | +3.6% | +5.4% |
| 30D | -7.0% | +8.9% | -15.9% | -11.1% |
| 3M | +20.6% | +4.1% | +16.4% | +17.8% |
| 6M | +53.2% | +7.3% | +45.9% | +47.1% |
| YTD | -3.9% | +20.4% | -24.3% | -15.5% |
| 1Y | +18.4% | +29.5% | -11.2% | -3.5% |
| All | +18.4% | +29.8% | -11.5% | -3.5% |
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 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