+99.1%
V vs XLB
+29.2%
+69.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +2.2% | -1.5% | +3.7% | +3.2% |
| 30D | +13.6% | +6.1% | +7.5% | +9.7% |
| 3M | +14.3% | 0.0% | +14.3% | +14.2% |
| 6M | +33.1% | 0.0% | +33.1% | +32.6% |
| YTD | +21.2% | +16.0% | +5.2% | +8.5% |
| 1Y | +26.4% | +24.7% | +1.7% | +7.7% |
| 3Y | +77.6% | +40.4% | +37.2% | +36.7% |
| All | +99.1% | +29.2% | +69.8% | +64.3% |
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