+23.3%
XLB vs BEN
+68.9%
-45.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +7.2% | -8.8% | -3.4% |
| 30D | +7.2% | +14.1% | -6.9% | +3.6% |
| 3M | 0.0% | +9.9% | -9.9% | -2.5% |
| 6M | +2.3% | +17.4% | -15.1% | -2.3% |
| YTD | +18.4% | +57.3% | -38.9% | +2.9% |
| 1Y | +23.3% | +66.9% | -43.6% | +4.2% |
| All | +23.3% | +68.9% | -45.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling