+376.8%
V vs XLB
+159.0%
+217.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.0% |
| 7D | -1.1% | -0.2% | -0.8% | -0.9% |
| 30D | +1.9% | -1.7% | +3.6% | +3.2% |
| 3M | +15.5% | +4.4% | +11.2% | +11.5% |
| 6M | +16.6% | +5.0% | +11.6% | +11.3% |
| YTD | +5.7% | +15.5% | -9.7% | -6.8% |
| 1Y | +8.6% | +14.9% | -6.4% | -4.1% |
| 3Y | +52.5% | +34.5% | +18.0% | +17.0% |
| 5Y | +67.1% | +36.5% | +30.6% | +25.4% |
| 10Y | +376.8% | +159.6% | +217.2% | +105.0% |
| All | +376.8% | +159.0% | +217.8% | +105.0% |
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