+33.4%
XLB vs BBY
-1.6%
+35.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.7% |
| 30D | -4.7% | +5.8% | -10.4% | -6.1% |
| 3M | +2.7% | +18.0% | -15.3% | -1.8% |
| 6M | +2.6% | +39.8% | -37.2% | -6.7% |
| YTD | +12.8% | +35.4% | -22.5% | +3.1% |
| 1Y | +14.0% | +21.4% | -7.4% | +6.9% |
| 3Y | +31.5% | +39.5% | -8.1% | +13.9% |
| 5Y | +33.4% | -0.5% | +33.9% | +15.8% |
| All | +33.4% | -1.6% | +35.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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