+14.9%
XLB vs ALL
+28.5%
-13.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.9% |
| 7D | -0.2% | -1.7% | +1.5% | -0.2% |
| 30D | -1.7% | -4.7% | +2.9% | -1.7% |
| 3M | +4.4% | +18.4% | -14.0% | +4.6% |
| 6M | +5.0% | +20.5% | -15.5% | +5.1% |
| YTD | +15.5% | +23.5% | -8.1% | +14.9% |
| 1Y | +14.9% | +29.0% | -14.1% | +13.5% |
| All | +14.9% | +28.5% | -13.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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