+36.5%
XLB vs P
+276.6%
-240.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.4% | +6.5% | -7.9% | -2.1% |
| 30D | -0.4% | +18.8% | -19.2% | -2.8% |
| 3M | +2.0% | +26.7% | -24.8% | -1.7% |
| 6M | +1.8% | +62.2% | -60.3% | -5.6% |
| YTD | +16.6% | +48.5% | -31.9% | +8.8% |
| 1Y | +16.9% | +26.4% | -9.5% | +10.0% |
| 3Y | +32.6% | +159.4% | -126.9% | +4.2% |
| All | +36.5% | +276.6% | -240.1% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling