+29.0%
XLB vs ALL
+143.1%
-114.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | +0.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | +6.1% | +13.8% | -7.7% | +2.7% |
| 3M | 0.0% | -7.0% | +7.0% | +1.7% |
| 6M | 0.0% | +18.0% | -18.1% | -5.0% |
| YTD | +16.0% | +24.2% | -8.2% | +8.2% |
| 1Y | +24.7% | +31.2% | -6.4% | +14.4% |
| 3Y | +40.4% | +107.5% | -67.2% | +8.6% |
| All | +29.0% | +143.1% | -114.0% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling