+661.7%
XLB vs A
+546.2%
+115.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.1% | +3.4% | +2.7% | +5.0% |
| 3M | 0.0% | +23.8% | -23.8% | -5.7% |
| 6M | 0.0% | +49.0% | -49.0% | -10.9% |
| YTD | +16.0% | +29.4% | -13.4% | +7.1% |
| 1Y | +24.7% | +19.4% | +5.4% | +17.6% |
| 3Y | +40.4% | +66.2% | -25.8% | +19.5% |
| 5Y | +30.7% | +15.8% | +14.9% | +21.0% |
| 10Y | +173.3% | +326.1% | -152.8% | +82.9% |
| All | +661.7% | +546.2% | +115.4% | +301.7% |
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