+8.6%
V vs XLB
+14.8%
-6.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | +1.9% | -1.7% | +3.6% | +2.3% |
| 3M | +15.5% | +4.4% | +11.2% | +14.6% |
| 6M | +16.6% | +5.0% | +11.6% | +14.8% |
| YTD | +5.7% | +15.5% | -9.7% | -1.3% |
| 1Y | +8.6% | +14.9% | -6.4% | +0.9% |
| All | +8.6% | +14.8% | -6.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling