+9.6%
U vs XLB
+35.9%
-26.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.6% |
| 7D | -3.8% | -1.4% | -2.4% | -2.1% |
| 30D | +17.5% | -0.4% | +17.8% | +17.7% |
| 3M | +38.7% | +2.0% | +36.8% | +34.4% |
| 6M | +104.4% | +1.8% | +102.6% | +97.1% |
| YTD | -5.7% | +16.6% | -22.3% | -27.0% |
| 1Y | +3.7% | +16.9% | -13.3% | -20.4% |
| All | +9.6% | +35.9% | -26.3% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling