+833.6%
XLB vs BEN
+427.9%
+405.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | -0.8% |
| 7D | -1.4% | +12.2% | -13.6% | -6.3% |
| 30D | +7.1% | +12.1% | -5.0% | +1.7% |
| 3M | +0.6% | +7.3% | -6.7% | -2.8% |
| 6M | +3.5% | +17.9% | -14.4% | -4.3% |
| YTD | +18.2% | +55.4% | -37.2% | -3.6% |
| 1Y | +25.6% | +69.3% | -43.7% | -1.4% |
| 3Y | +46.7% | +82.8% | -36.2% | +7.6% |
| 5Y | +30.9% | +28.8% | +2.1% | +9.4% |
| 10Y | +167.7% | +53.9% | +113.9% | +91.4% |
| All | +833.6% | +427.9% | +405.7% | +249.0% |
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