+29.5%
XLB vs A
+24.4%
+5.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | +3.9% | -2.4% | +6.3% | +4.3% |
| 30D | +8.9% | +3.6% | +5.3% | +8.2% |
| 3M | +4.1% | +27.5% | -23.3% | -0.5% |
| 6M | +7.3% | +58.5% | -51.2% | -2.0% |
| YTD | +20.4% | +31.2% | -10.8% | +15.8% |
| 1Y | +29.5% | +22.2% | +7.3% | +27.6% |
| All | +29.5% | +24.4% | +5.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling