+35.1%
XLB vs BG
+86.7%
-51.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | -2.9% | +0.5% | -3.5% | -3.1% |
| 30D | -3.4% | +10.3% | -13.7% | -5.8% |
| 3M | +1.6% | -1.9% | +3.5% | +1.7% |
| 6M | +3.6% | +5.2% | -1.6% | +1.5% |
| YTD | +14.2% | +41.2% | -26.9% | +3.3% |
| 1Y | +15.6% | +50.5% | -34.9% | +2.3% |
| 3Y | +33.1% | +19.9% | +13.2% | +23.5% |
| All | +35.1% | +86.7% | -51.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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