+30.9%
XLB vs RF
+46.7%
-15.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | -1.4% | -0.1% | -1.2% | -1.3% |
| 30D | +7.1% | +7.0% | +0.1% | +4.5% |
| 3M | +0.6% | -7.0% | +7.6% | +3.2% |
| 6M | +3.5% | +6.8% | -3.3% | +0.7% |
| YTD | +18.2% | +9.9% | +8.3% | +13.3% |
| 1Y | +25.6% | +21.1% | +4.5% | +16.1% |
| 3Y | +46.7% | +119.6% | -73.0% | +6.2% |
| 5Y | +30.9% | +46.2% | -15.3% | +7.9% |
| All | +30.9% | +46.7% | -15.8% | +7.9% |
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