+802.1%
XLB vs NYT
+177.4%
+624.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | -2.9% | -1.6% | -1.4% | -2.5% |
| 30D | -3.4% | +2.8% | -6.1% | -4.1% |
| 3M | +1.6% | -9.2% | +10.8% | +3.7% |
| 6M | +3.6% | -17.1% | +20.7% | +8.2% |
| YTD | +14.2% | -3.2% | +17.5% | +13.8% |
| 1Y | +15.6% | +15.7% | -0.1% | +9.3% |
| 3Y | +33.1% | +55.7% | -22.6% | +13.7% |
| 5Y | +35.0% | +39.4% | -4.3% | +15.9% |
| 10Y | +164.5% | +485.6% | -321.0% | +41.0% |
| All | +802.1% | +177.4% | +624.7% | +385.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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