-39.0%
U vs XLB
+75.8%
-114.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.5% |
| 7D | -3.8% | -1.4% | -2.4% | -2.0% |
| 30D | +17.5% | -0.4% | +17.8% | +17.7% |
| 3M | +38.7% | +2.0% | +36.8% | +34.1% |
| 6M | +104.4% | +1.8% | +102.6% | +96.3% |
| YTD | -5.7% | +16.6% | -22.3% | -26.2% |
| 1Y | +3.7% | +16.9% | -13.3% | -19.6% |
| 3Y | +12.3% | +32.6% | -20.2% | -25.1% |
| 5Y | -68.8% | +35.6% | -104.5% | -78.7% |
| All | -39.0% | +75.8% | -114.9% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling