+30.9%
XLB vs BAX
-63.0%
+93.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.4% |
| 7D | -1.4% | +9.0% | -10.4% | -3.3% |
| 30D | +7.1% | +8.5% | -1.4% | +4.9% |
| 3M | +0.6% | -4.1% | +4.7% | +1.3% |
| 6M | +3.5% | +46.9% | -43.5% | -6.2% |
| YTD | +18.2% | +38.4% | -20.2% | +7.5% |
| 1Y | +25.6% | +47.0% | -21.4% | +12.5% |
| 3Y | +46.7% | -14.9% | +61.6% | +46.5% |
| 5Y | +30.9% | -62.5% | +93.4% | +63.5% |
| All | +30.9% | -63.0% | +93.9% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling