+72.3%
XLC vs XLB
+34.9%
+37.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +0.2% | -1.7% | +2.0% | +1.1% |
| 3M | +0.6% | +4.4% | -3.7% | -1.8% |
| 6M | -4.5% | +5.0% | -9.5% | -7.4% |
| YTD | -4.7% | +15.5% | -20.2% | -13.0% |
| 1Y | -1.7% | +14.9% | -16.6% | -10.1% |
| 3Y | +72.3% | +34.5% | +37.7% | +40.2% |
| All | +72.3% | +34.9% | +37.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling