+820.5%
XLB vs ETR
+1,823.0%
-1,002.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -0.4% | +1.0% | -1.4% | -0.8% |
| 3M | +2.0% | -1.3% | +3.2% | +2.3% |
| 6M | +1.8% | +1.9% | -0.1% | +0.6% |
| YTD | +16.6% | +18.2% | -1.6% | +8.7% |
| 1Y | +16.9% | +24.7% | -7.7% | +6.7% |
| 3Y | +32.6% | +150.7% | -118.1% | -9.4% |
| 5Y | +35.6% | +127.0% | -91.4% | -4.7% |
| 10Y | +160.0% | +295.5% | -135.4% | +44.9% |
| All | +820.5% | +1,823.0% | -1,002.5% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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