+3,310.4%
V vs XLB
+279.0%
+3,031.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +2.2% | -1.5% | +3.7% | +3.3% |
| 30D | +13.6% | +6.1% | +7.5% | +9.0% |
| 3M | +14.3% | 0.0% | +14.3% | +14.2% |
| 6M | +33.1% | 0.0% | +33.1% | +32.4% |
| YTD | +21.2% | +16.0% | +5.2% | +7.5% |
| 1Y | +26.4% | +24.7% | +1.7% | +6.4% |
| 3Y | +77.6% | +40.4% | +37.2% | +35.5% |
| 5Y | +102.6% | +30.7% | +71.9% | +61.6% |
| 10Y | +464.4% | +173.3% | +291.1% | +161.8% |
| All | +3,310.4% | +279.0% | +3,031.3% | +1,078.9% |
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