+36.5%
XLB vs BEN
+42.4%
-5.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -0.2% | +4.7% | -4.9% | -2.0% |
| 30D | -1.7% | +2.6% | -4.3% | -2.7% |
| 3M | +4.4% | +11.5% | -7.1% | -0.1% |
| 6M | +5.0% | +35.3% | -30.3% | -6.9% |
| YTD | +15.5% | +48.6% | -33.2% | -1.5% |
| 1Y | +14.9% | +46.7% | -31.8% | -1.8% |
| 3Y | +34.5% | +57.0% | -22.5% | +8.6% |
| 5Y | +36.5% | +41.8% | -5.3% | +9.9% |
| All | +36.5% | +42.4% | -5.8% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling