+2,926.4%
V vs XLB
+280.8%
+2,645.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.7% |
| 7D | -1.7% | -1.4% | -0.3% | -0.7% |
| 30D | +2.0% | -0.4% | +2.3% | +2.2% |
| 3M | +17.4% | +2.0% | +15.4% | +15.3% |
| 6M | +17.5% | +1.8% | +15.7% | +15.0% |
| YTD | +7.6% | +16.6% | -9.0% | -4.9% |
| 1Y | +7.7% | +16.9% | -9.2% | -5.2% |
| 3Y | +54.7% | +32.6% | +22.1% | +22.9% |
| 5Y | +73.0% | +35.6% | +37.4% | +34.3% |
| 10Y | +390.9% | +160.0% | +230.8% | +135.5% |
| All | +2,926.4% | +280.8% | +2,645.6% | +942.8% |
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