+40.4%
XLB vs ES
+46.3%
-6.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | +6.1% | +7.1% | -1.0% | +4.3% |
| 3M | 0.0% | -1.9% | +2.0% | +0.4% |
| 6M | 0.0% | +4.4% | -4.4% | -1.3% |
| YTD | +16.0% | +7.3% | +8.7% | +13.6% |
| 1Y | +24.7% | +2.1% | +22.6% | +23.1% |
| 3Y | +40.4% | +41.8% | -1.5% | +23.2% |
| All | +40.4% | +46.3% | -6.0% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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