+168.8%
XLB vs M
-5.1%
+173.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | +7.2% | +8.1% | -0.8% | +5.7% |
| 3M | 0.0% | +2.2% | -2.2% | -0.6% |
| 6M | +2.3% | +35.1% | -32.8% | -3.3% |
| YTD | +18.4% | +15.8% | +2.6% | +14.3% |
| 1Y | +23.3% | +25.8% | -2.5% | +17.3% |
| 3Y | +45.2% | +156.2% | -111.1% | +17.5% |
| 5Y | +31.0% | -2.4% | +33.3% | +19.4% |
| 10Y | +168.8% | -7.1% | +175.9% | +96.6% |
| All | +168.8% | -5.1% | +173.9% | +96.6% |
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