+167.7%
XLB vs M
+3.7%
+164.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +0.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | +7.1% | +10.1% | -3.0% | +5.3% |
| 3M | +0.6% | -0.9% | +1.5% | +0.5% |
| 6M | +3.5% | +30.2% | -26.7% | -1.6% |
| YTD | +18.2% | +16.3% | +1.9% | +14.1% |
| 1Y | +25.6% | +27.0% | -1.4% | +19.3% |
| 3Y | +46.7% | +154.5% | -107.8% | +18.9% |
| 5Y | +30.9% | -1.1% | +32.0% | +19.1% |
| 10Y | +167.7% | +0.5% | +167.2% | +94.8% |
| All | +167.7% | +3.7% | +164.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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