+35.0%
XLB vs USFR
+20.4%
+14.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.4% | +0.3% | -3.6% | -3.0% |
| 3M | +1.6% | +1.0% | +0.6% | +3.2% |
| 6M | +3.6% | +1.9% | +1.7% | +6.8% |
| YTD | +14.2% | +2.7% | +11.6% | +18.8% |
| 1Y | +15.6% | +4.0% | +11.6% | +22.4% |
| 3Y | +33.1% | +14.0% | +19.1% | +68.0% |
| 5Y | +35.0% | +20.4% | +14.6% | +96.6% |
| All | +35.0% | +20.4% | +14.6% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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