+28.3%
XLB vs DE
+102.8%
-74.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | 0.0% | +2.3% | -2.3% | -0.8% |
| 30D | +5.3% | +4.4% | +0.8% | +3.6% |
| 3M | 0.0% | +9.8% | -9.8% | -3.6% |
| 6M | +1.2% | +15.8% | -14.6% | -4.7% |
| YTD | +16.9% | +47.0% | -30.1% | -0.3% |
| 1Y | +20.9% | +42.8% | -21.9% | +4.0% |
| 3Y | +43.3% | +88.9% | -45.6% | +8.9% |
| 5Y | +28.3% | +101.9% | -73.6% | -6.6% |
| All | +28.3% | +102.8% | -74.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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