+665.3%
XLB vs A
+457.0%
+208.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | -0.4% | +6.9% | -7.3% | -2.2% |
| 3M | +2.0% | +9.2% | -7.3% | -0.6% |
| 6M | +1.8% | +25.7% | -23.9% | -4.9% |
| YTD | +16.6% | +11.5% | +5.0% | +12.2% |
| 1Y | +16.9% | +18.4% | -1.4% | +10.5% |
| 3Y | +32.6% | +26.6% | +5.9% | +21.4% |
| 5Y | +35.6% | -12.8% | +48.5% | +35.4% |
| 10Y | +160.0% | +247.2% | -87.2% | +83.7% |
| All | +665.3% | +457.0% | +208.3% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling