+816.1%
XLB vs ES
+942.8%
-126.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | +6.1% | +7.1% | -1.0% | +3.1% |
| 3M | 0.0% | -1.9% | +2.0% | +0.6% |
| 6M | 0.0% | +4.4% | -4.4% | -2.2% |
| YTD | +16.0% | +7.3% | +8.7% | +11.9% |
| 1Y | +24.7% | +2.1% | +22.6% | +22.0% |
| 3Y | +40.4% | +41.8% | -1.5% | +17.1% |
| 5Y | +30.7% | +1.4% | +29.2% | +24.1% |
| 10Y | +173.3% | +86.8% | +86.5% | +92.1% |
| All | +816.1% | +942.8% | -126.7% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling