+159.6%
XLB vs EW
+124.3%
+35.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | 0.0% |
| 7D | -0.2% | -4.4% | +4.2% | +1.0% |
| 30D | -1.7% | -3.3% | +1.6% | -0.9% |
| 3M | +4.4% | +1.0% | +3.3% | +3.9% |
| 6M | +5.0% | +6.2% | -1.2% | +2.9% |
| YTD | +15.5% | +1.7% | +13.7% | +14.3% |
| 1Y | +14.9% | +8.1% | +6.8% | +11.7% |
| 3Y | +34.5% | +17.1% | +17.5% | +21.9% |
| 5Y | +36.5% | -29.4% | +65.9% | +42.6% |
| 10Y | +159.6% | +121.7% | +37.9% | +94.7% |
| All | +159.6% | +124.3% | +35.3% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling