+737.4%
XLB vs EW
+7,937.2%
-7,199.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.5% | +11.0% | -12.5% | -3.9% |
| 30D | +6.1% | +19.1% | -13.0% | +1.8% |
| 3M | 0.0% | +14.4% | -14.3% | -3.2% |
| 6M | 0.0% | +22.8% | -22.8% | -5.0% |
| YTD | +16.0% | +19.8% | -3.8% | +10.6% |
| 1Y | +24.7% | +23.9% | +0.8% | +18.0% |
| 3Y | +40.4% | +52.2% | -11.9% | +22.4% |
| 5Y | +30.7% | -13.9% | +44.6% | +28.2% |
| 10Y | +173.3% | +241.9% | -68.6% | +93.6% |
| All | +737.4% | +7,937.2% | -7,199.9% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling