+36.5%
XLB vs BAX
-67.0%
+103.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -1.7% | -9.7% | +8.0% | +0.5% |
| 3M | +4.4% | +29.3% | -24.9% | -2.1% |
| 6M | +5.0% | +40.7% | -35.6% | -3.8% |
| YTD | +15.5% | +30.3% | -14.8% | +6.8% |
| 1Y | +14.9% | +3.4% | +11.5% | +11.9% |
| 3Y | +34.5% | -32.0% | +66.6% | +41.9% |
| 5Y | +36.5% | -66.9% | +103.4% | +75.0% |
| All | +36.5% | -67.0% | +103.6% | +75.0% |
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