+820.5%
XLB vs ALL
+1,244.9%
-424.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -0.4% | -1.5% | +1.1% | 0.0% |
| 3M | +2.0% | +23.6% | -21.7% | -6.7% |
| 6M | +1.8% | +22.3% | -20.5% | -6.8% |
| YTD | +16.6% | +26.5% | -9.9% | +4.9% |
| 1Y | +16.9% | +27.0% | -10.1% | +4.8% |
| 3Y | +32.6% | +149.6% | -117.0% | -11.2% |
| 5Y | +35.6% | +118.1% | -82.4% | -6.2% |
| 10Y | +160.0% | +369.0% | -208.9% | +31.8% |
| All | +820.5% | +1,244.9% | -424.4% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling