+29.5%
XLB vs EW
+19.7%
+9.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +1.6% |
| 7D | +3.9% | +8.3% | -4.3% | +2.3% |
| 30D | +8.9% | +13.9% | -5.0% | +6.1% |
| 3M | +4.1% | +10.9% | -6.8% | +2.0% |
| 6M | +7.3% | +19.2% | -11.9% | +3.7% |
| YTD | +20.4% | +16.6% | +3.8% | +18.2% |
| 1Y | +29.5% | +18.1% | +11.5% | +26.7% |
| All | +29.5% | +19.7% | +9.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling