+21.4%
XLB vs EW
+25.9%
-4.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +0.5% | +4.9% | -4.4% | -0.4% |
| 30D | +5.2% | +23.9% | -18.8% | +0.8% |
| 3M | +0.3% | +15.8% | -15.5% | -2.5% |
| 6M | +1.2% | +31.7% | -30.5% | -4.2% |
| YTD | +16.6% | +25.7% | -9.0% | +12.9% |
| 1Y | +21.4% | +24.4% | -3.0% | +18.3% |
| All | +21.4% | +25.9% | -4.5% | +18.3% |
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