+820.5%
XLB vs BEN
+406.0%
+414.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -1.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.6% |
| 30D | -0.4% | -0.5% | +0.2% | -0.3% |
| 3M | +2.0% | +9.7% | -7.8% | -2.3% |
| 6M | +1.8% | +33.9% | -32.1% | -11.0% |
| YTD | +16.6% | +49.0% | -32.4% | -2.9% |
| 1Y | +16.9% | +42.1% | -25.2% | -1.0% |
| 3Y | +32.6% | +51.9% | -19.3% | +5.6% |
| 5Y | +35.6% | +39.0% | -3.4% | +9.1% |
| 10Y | +160.0% | +57.9% | +102.2% | +83.4% |
| All | +820.5% | +406.0% | +414.5% | +251.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling