-69.4%
U vs XLB
+36.1%
-105.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.5% |
| 7D | -3.8% | -1.4% | -2.4% | -1.7% |
| 30D | +17.5% | -0.4% | +17.8% | +17.7% |
| 3M | +38.7% | +2.0% | +36.8% | +33.1% |
| 6M | +104.4% | +1.8% | +102.6% | +94.3% |
| YTD | -5.7% | +16.6% | -22.3% | -29.9% |
| 1Y | +3.7% | +16.9% | -13.3% | -23.8% |
| 3Y | +12.3% | +32.6% | -20.2% | -32.8% |
| All | -69.4% | +36.1% | -105.6% | -80.9% |
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