+159.8%
XLB vs BLK
+283.5%
-123.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | -2.8% | -3.3% | +0.5% | -1.1% |
| 30D | -3.1% | -6.5% | +3.4% | +0.3% |
| 3M | -0.2% | +6.7% | -6.9% | -4.1% |
| 6M | +3.1% | +14.7% | -11.7% | -5.3% |
| YTD | +13.3% | +2.5% | +10.7% | +10.0% |
| 1Y | +12.0% | -2.8% | +14.8% | +11.8% |
| 3Y | +31.4% | +65.9% | -34.5% | -4.7% |
| 5Y | +33.9% | +33.0% | +1.0% | +7.5% |
| All | +159.8% | +283.5% | -123.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling