+136.0%
XLC vs XLB
+109.5%
+26.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.7% | +0.5% | +3.2% | +3.4% |
| 30D | -1.9% | +5.2% | -7.1% | -5.2% |
| 3M | -3.1% | +0.3% | -3.4% | -3.5% |
| 6M | -6.4% | +1.2% | -7.5% | -7.6% |
| YTD | -6.8% | +16.6% | -23.5% | -17.0% |
| 1Y | -1.7% | +21.4% | -23.1% | -14.9% |
| 3Y | +64.7% | +43.2% | +21.5% | +25.7% |
| 5Y | +41.1% | +28.0% | +13.1% | +15.8% |
| All | +136.0% | +109.5% | +26.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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