+29.5%
XLB vs BAX
+46.0%
-16.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +1.8% |
| 7D | +3.9% | +4.1% | -0.2% | +3.1% |
| 30D | +8.9% | +9.4% | -0.5% | +7.0% |
| 3M | +4.1% | -6.5% | +10.6% | +5.2% |
| 6M | +7.3% | +59.6% | -52.3% | -2.4% |
| YTD | +20.4% | +38.9% | -18.5% | +9.0% |
| 1Y | +29.5% | +48.0% | -18.5% | +14.5% |
| All | +29.5% | +46.0% | -16.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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