+210.1%
XLB vs USFR
+27.5%
+182.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -0.4% | +0.3% | -0.7% | -0.5% |
| 3M | +2.0% | +1.0% | +1.0% | +1.6% |
| 6M | +1.8% | +1.9% | -0.1% | +1.2% |
| YTD | +16.6% | +2.6% | +14.0% | +15.5% |
| 1Y | +16.9% | +4.0% | +12.9% | +15.3% |
| 3Y | +32.6% | +14.1% | +18.4% | +26.6% |
| 5Y | +35.6% | +20.4% | +15.2% | +26.9% |
| 10Y | +160.0% | +28.0% | +132.0% | +138.3% |
| All | +210.1% | +27.5% | +182.5% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling