+28.6%
XLB vs RF
+47.5%
-18.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | +0.5% | +1.9% | -1.4% | -0.2% |
| 30D | +5.2% | +7.3% | -2.2% | +2.5% |
| 3M | +0.3% | -7.9% | +8.2% | +3.3% |
| 6M | +1.2% | +10.5% | -9.4% | -2.8% |
| YTD | +16.6% | +9.6% | +7.0% | +11.9% |
| 1Y | +21.4% | +20.3% | +1.1% | +12.5% |
| 3Y | +43.2% | +119.5% | -76.3% | +3.6% |
| All | +28.6% | +47.5% | -18.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling