+823.0%
XLB vs BAX
+156.7%
+666.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +5.3% | +3.4% | +1.9% | +3.8% |
| 3M | 0.0% | -4.5% | +4.5% | +1.0% |
| 6M | +1.2% | +44.0% | -42.8% | -11.0% |
| YTD | +16.9% | +34.9% | -18.0% | +3.5% |
| 1Y | +20.9% | +37.9% | -17.0% | +6.2% |
| 3Y | +43.3% | -17.1% | +60.4% | +43.1% |
| 5Y | +28.3% | -64.3% | +92.6% | +66.4% |
| 10Y | +165.3% | -35.9% | +201.2% | +180.1% |
| All | +823.0% | +156.7% | +666.3% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling