+34.0%
XLB vs BLK
+32.0%
+1.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.4% |
| 7D | -2.8% | -3.3% | +0.5% | -1.3% |
| 30D | -3.1% | -6.5% | +3.4% | 0.0% |
| 3M | -0.2% | +6.7% | -6.9% | -3.7% |
| 6M | +3.1% | +14.7% | -11.7% | -4.5% |
| YTD | +13.3% | +2.5% | +10.7% | +10.4% |
| 1Y | +12.0% | -2.8% | +14.8% | +12.0% |
| 3Y | +31.4% | +65.9% | -34.5% | -2.8% |
| All | +34.0% | +32.0% | +1.9% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling