+29.0%
XLB vs M
-11.5%
+40.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | 0.0% |
| 7D | -1.5% | -4.3% | +2.8% | -0.8% |
| 30D | +6.1% | +1.3% | +4.8% | +5.7% |
| 3M | 0.0% | -7.4% | +7.4% | +1.1% |
| 6M | 0.0% | +18.3% | -18.4% | -3.4% |
| YTD | +16.0% | +7.6% | +8.4% | +13.5% |
| 1Y | +24.7% | +17.4% | +7.3% | +20.0% |
| 3Y | +40.4% | +108.4% | -68.0% | +16.1% |
| All | +29.0% | -11.5% | +40.5% | +16.8% |
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 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