+19.8%
XBI vs XLB
+32.8%
-13.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.6% |
| 7D | -4.6% | -3.5% | -1.1% | -1.7% |
| 30D | -0.8% | -4.7% | +3.9% | +3.2% |
| 3M | +21.8% | +2.7% | +19.1% | +18.6% |
| 6M | +23.2% | +2.6% | +20.6% | +20.0% |
| YTD | +28.7% | +12.8% | +15.9% | +15.0% |
| 1Y | +67.8% | +14.0% | +53.8% | +48.4% |
| 3Y | +100.6% | +31.5% | +69.2% | +55.7% |
| 5Y | +19.8% | +33.4% | -13.6% | -9.2% |
| All | +19.8% | +32.8% | -13.0% | -9.2% |
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