+943.2%
XBI vs XLB
+418.3%
+524.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.5% |
| 7D | -0.9% | -0.2% | -0.6% | -0.7% |
| 30D | +2.9% | -1.7% | +4.6% | +4.2% |
| 3M | +26.2% | +4.4% | +21.9% | +22.1% |
| 6M | +30.7% | +5.0% | +25.7% | +25.9% |
| YTD | +32.9% | +15.5% | +17.5% | +19.3% |
| 1Y | +72.3% | +14.9% | +57.3% | +54.9% |
| 3Y | +107.2% | +34.5% | +72.7% | +66.8% |
| 5Y | +23.2% | +36.5% | -13.4% | -1.7% |
| 10Y | +158.5% | +159.6% | -1.1% | +30.6% |
| All | +943.2% | +418.3% | +524.9% | +213.4% |
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