+43.2%
XLB vs ALL
+117.7%
-74.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.5% | +5.0% | -4.5% | -0.2% |
| 30D | +5.2% | +13.3% | -8.2% | +3.3% |
| 3M | +0.3% | +3.2% | -2.9% | -0.2% |
| 6M | +1.2% | +25.3% | -24.2% | -2.7% |
| YTD | +16.6% | +30.5% | -13.8% | +10.9% |
| 1Y | +21.4% | +29.2% | -7.8% | +15.7% |
| 3Y | +43.2% | +119.1% | -75.9% | +27.3% |
| All | +43.2% | +117.7% | -74.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling