+33.4%
XLB vs BR
+7.7%
+25.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.5% | -6.0% | +2.4% | -1.4% |
| 30D | -4.7% | -0.9% | -3.8% | -4.5% |
| 3M | +2.7% | +16.4% | -13.7% | -3.4% |
| 6M | +2.6% | -8.2% | +10.8% | +5.6% |
| YTD | +12.8% | -23.2% | +36.1% | +25.2% |
| 1Y | +14.0% | -30.9% | +44.9% | +33.0% |
| 3Y | +31.5% | -5.0% | +36.5% | +29.7% |
| 5Y | +33.4% | +8.8% | +24.7% | +16.0% |
| All | +33.4% | +7.7% | +25.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling