+24.2%
XLB vs P
+9.7%
+14.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +0.5% | -13.3% | +13.8% | +0.8% |
| 30D | +6.9% | -34.0% | +40.9% | +8.1% |
| 3M | -0.2% | +4.1% | -4.2% | -1.1% |
| 6M | +3.3% | +30.5% | -27.2% | +0.8% |
| YTD | +18.0% | +52.2% | -34.2% | +14.0% |
| 1Y | +24.2% | +10.3% | +13.9% | +19.8% |
| All | +24.2% | +9.7% | +14.5% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling