0.0%
XLB vs Q
-20.9%
+20.8%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.1% | -1.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | +6.1% | -9.8% | +15.9% | +6.8% |
| 3M | 0.0% | -12.2% | +12.3% | +0.8% |
| 6M | 0.0% | -21.6% | +21.6% | +0.5% |
| All | 0.0% | -20.9% | +20.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling