+318.2%
XLB vs BR
+1,481.8%
-1,163.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +0.5% | +1.1% | -0.5% | 0.0% |
| 30D | +5.2% | +14.4% | -9.2% | -1.6% |
| 3M | +0.3% | +12.4% | -12.1% | -5.7% |
| 6M | +1.2% | +35.4% | -34.3% | -14.0% |
| YTD | +16.6% | -12.2% | +28.8% | +21.3% |
| 1Y | +21.4% | -12.7% | +34.2% | +26.7% |
| 3Y | +43.2% | +14.3% | +29.0% | +28.3% |
| 5Y | +28.0% | +19.3% | +8.8% | +10.2% |
| 10Y | +164.8% | +278.1% | -113.4% | +21.3% |
| All | +318.2% | +1,481.8% | -1,163.7% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling