+31.0%
XLB vs P
+272.9%
-241.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.1% |
| 7D | -1.6% | -4.7% | +3.1% | -1.3% |
| 30D | +7.2% | -31.4% | +38.7% | +11.0% |
| 3M | 0.0% | -2.6% | +2.7% | -0.8% |
| 6M | +2.3% | +21.9% | -19.6% | -2.1% |
| YTD | +18.4% | +58.9% | -40.5% | +8.8% |
| 1Y | +23.3% | +21.7% | +1.6% | +16.2% |
| 3Y | +45.2% | +193.3% | -148.1% | +11.6% |
| 5Y | +31.0% | +275.1% | -244.2% | -7.1% |
| All | +31.0% | +272.9% | -241.9% | -7.1% |
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