+28.6%
XLB vs M
-3.3%
+31.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.5% | +7.0% | -6.5% | -0.6% |
| 30D | +5.2% | +8.9% | -3.8% | +3.5% |
| 3M | +0.3% | +4.5% | -4.2% | -0.7% |
| 6M | +1.2% | +36.2% | -35.0% | -4.5% |
| YTD | +16.6% | +15.1% | +1.5% | +12.7% |
| 1Y | +21.4% | +27.4% | -6.0% | +15.2% |
| 3Y | +43.2% | +160.1% | -116.9% | +13.7% |
| All | +28.6% | -3.3% | +31.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling