+422.1%
XLB vs ET
+1,435.7%
-1,013.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | -1.7% | +6.9% | -8.6% | -3.5% |
| 3M | +4.4% | +13.1% | -8.7% | +0.9% |
| 6M | +5.0% | +18.7% | -13.7% | 0.0% |
| YTD | +15.5% | +37.4% | -22.0% | +5.7% |
| 1Y | +14.9% | +34.8% | -19.9% | +5.7% |
| 3Y | +34.5% | +96.8% | -62.3% | +11.1% |
| 5Y | +36.5% | +238.2% | -201.7% | -3.1% |
| 10Y | +159.6% | +159.4% | +0.2% | +81.8% |
| All | +422.1% | +1,435.7% | -1,013.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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