+159.8%
XLB vs BR
+189.7%
-29.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.8% | -3.0% | +0.1% | -1.5% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | -0.2% | +17.3% | -17.5% | -7.7% |
| 6M | +3.1% | -6.7% | +9.8% | +5.2% |
| YTD | +13.3% | -23.4% | +36.7% | +26.4% |
| 1Y | +12.0% | -32.7% | +44.7% | +33.3% |
| 3Y | +31.4% | -5.9% | +37.3% | +30.0% |
| 5Y | +33.9% | +8.4% | +25.5% | +20.4% |
| All | +159.8% | +189.7% | -29.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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