+36.5%
XLB vs A
-14.2%
+50.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | -0.2% | -2.1% | +1.8% | +0.5% |
| 30D | -1.7% | +0.6% | -2.3% | -2.0% |
| 3M | +4.4% | +10.9% | -6.5% | +0.4% |
| 6M | +5.0% | +28.2% | -23.1% | -4.9% |
| YTD | +15.5% | +8.6% | +6.9% | +11.1% |
| 1Y | +14.9% | +15.5% | -0.6% | +7.5% |
| 3Y | +34.5% | +31.8% | +2.7% | +15.5% |
| 5Y | +36.5% | -14.9% | +51.4% | +28.6% |
| All | +36.5% | -14.2% | +50.8% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling