+820.5%
XLB vs ES
+948.6%
-128.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -0.4% | -2.0% | +1.6% | +0.3% |
| 3M | +2.0% | +1.7% | +0.3% | +1.1% |
| 6M | +1.8% | -3.5% | +5.4% | +2.9% |
| YTD | +16.6% | +7.9% | +8.7% | +12.3% |
| 1Y | +16.9% | +17.2% | -0.2% | +8.0% |
| 3Y | +32.6% | +29.3% | +3.2% | +14.9% |
| 5Y | +35.6% | -5.7% | +41.4% | +33.0% |
| 10Y | +160.0% | +85.2% | +74.8% | +83.7% |
| All | +820.5% | +948.6% | -128.0% | +221.2% |
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 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