+164.2%
XLB vs P
+652.0%
-487.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +0.5% | +11.6% | -11.1% | -1.2% |
| 30D | +5.2% | -23.7% | +28.8% | +8.8% |
| 3M | +0.3% | -8.0% | +8.3% | +0.1% |
| 6M | +1.2% | +27.9% | -26.7% | -5.5% |
| YTD | +16.6% | +61.2% | -44.5% | +3.8% |
| 1Y | +21.4% | +28.6% | -7.2% | +10.9% |
| 3Y | +43.2% | +200.5% | -157.3% | +4.3% |
| 5Y | +28.0% | +282.9% | -254.9% | -14.1% |
| All | +164.2% | +652.0% | -487.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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