-68.4%
U vs XLB
+29.2%
-97.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +6.6% |
| 7D | +36.6% | -1.5% | +38.1% | +38.4% |
| 30D | +13.3% | +6.1% | +7.3% | +2.1% |
| 3M | +26.2% | 0.0% | +26.1% | +24.1% |
| 6M | +88.7% | 0.0% | +88.8% | +83.7% |
| YTD | +16.6% | +16.0% | +0.5% | -14.1% |
| 1Y | +29.0% | +24.7% | +4.2% | -16.9% |
| 3Y | +99.5% | +40.4% | +59.1% | +4.8% |
| All | -68.4% | +29.2% | -97.7% | -79.6% |
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