+164.7%
XLB vs RF
+219.4%
-54.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | 0.0% | +0.4% | -0.3% | -0.1% |
| 30D | +5.3% | +5.6% | -0.3% | +3.1% |
| 3M | 0.0% | -8.9% | +8.9% | +3.5% |
| 6M | +1.2% | +7.1% | -5.9% | -1.8% |
| YTD | +16.9% | +8.3% | +8.6% | +12.4% |
| 1Y | +20.9% | +16.8% | +4.1% | +12.8% |
| 3Y | +43.3% | +115.0% | -71.7% | +2.8% |
| 5Y | +28.3% | +46.4% | -18.1% | +4.0% |
| All | +164.7% | +219.4% | -54.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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