+108.3%
V vs XLB
+28.0%
+80.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +9.0% | +5.2% | +3.8% | +5.8% |
| 3M | +16.7% | +0.3% | +16.4% | +16.5% |
| 6M | +33.4% | +1.2% | +32.2% | +31.9% |
| YTD | +22.4% | +16.6% | +5.7% | +9.1% |
| 1Y | +27.7% | +21.4% | +6.2% | +10.7% |
| 3Y | +78.0% | +43.2% | +34.8% | +34.8% |
| All | +108.3% | +28.0% | +80.3% | +74.5% |
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