+820.5%
XLB vs BAX
+157.6%
+662.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.7% |
| 7D | -1.4% | -1.1% | -0.2% | -1.0% |
| 30D | -0.4% | -5.5% | +5.1% | +1.4% |
| 3M | +2.0% | +33.5% | -31.6% | -7.6% |
| 6M | +1.8% | +35.9% | -34.0% | -8.7% |
| YTD | +16.6% | +35.4% | -18.8% | +3.6% |
| 1Y | +16.9% | +9.8% | +7.2% | +10.4% |
| 3Y | +32.6% | -32.7% | +65.3% | +42.0% |
| 5Y | +35.6% | -65.6% | +101.2% | +78.7% |
| 10Y | +160.0% | -34.9% | +194.9% | +174.1% |
| All | +820.5% | +157.6% | +662.9% | +531.6% |
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