+721.0%
XLB vs BG
+1,185.2%
-464.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -2.4% |
| 7D | -0.2% | +2.4% | -2.6% | -1.1% |
| 30D | -1.7% | +15.0% | -16.8% | -6.4% |
| 3M | +4.4% | -0.7% | +5.0% | +3.8% |
| 6M | +5.0% | +7.5% | -2.5% | +1.4% |
| YTD | +15.5% | +41.6% | -26.1% | +1.6% |
| 1Y | +14.9% | +50.7% | -35.7% | -1.6% |
| 3Y | +34.5% | +20.3% | +14.2% | +21.8% |
| 5Y | +36.5% | +85.2% | -48.7% | +4.1% |
| 10Y | +159.6% | +160.6% | -1.0% | +64.8% |
| All | +721.0% | +1,185.2% | -464.2% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling