+43.2%
XLB vs BR
+14.9%
+28.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.5% | +1.1% | -0.5% | +0.3% |
| 30D | +5.2% | +14.4% | -9.2% | +1.9% |
| 3M | +0.3% | +12.4% | -12.1% | -2.5% |
| 6M | +1.2% | +35.4% | -34.3% | -6.5% |
| YTD | +16.6% | -12.2% | +28.8% | +24.1% |
| 1Y | +21.4% | -12.7% | +34.2% | +29.6% |
| 3Y | +43.2% | +14.3% | +29.0% | +32.8% |
| All | +43.2% | +14.9% | +28.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling