-26.3%
U vs XLB
+78.0%
-104.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | +24.4% | +0.5% | +23.9% | +22.7% |
| 30D | +7.4% | +6.9% | +0.5% | -2.8% |
| 3M | +16.8% | -0.2% | +17.0% | +15.6% |
| 6M | +78.8% | +3.3% | +75.5% | +67.3% |
| YTD | +14.0% | +18.0% | -4.1% | -13.3% |
| 1Y | +16.7% | +24.2% | -7.5% | -18.0% |
| 3Y | +86.4% | +44.7% | +41.7% | +8.5% |
| 5Y | -71.5% | +31.6% | -103.0% | -80.7% |
| All | -26.3% | +78.0% | -104.3% | -55.2% |
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