+179.0%
XLE vs XLB
+161.5%
+17.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.0% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | +12.6% | -1.7% | +14.4% | +14.2% |
| 3M | +11.8% | +4.4% | +7.5% | +6.4% |
| 6M | +16.1% | +5.0% | +11.0% | +8.5% |
| YTD | +46.9% | +15.5% | +31.4% | +25.0% |
| 1Y | +53.3% | +14.9% | +38.3% | +30.5% |
| 3Y | +54.9% | +34.5% | +20.4% | +11.2% |
| 5Y | +225.7% | +36.5% | +189.2% | +124.8% |
| All | +179.0% | +161.5% | +17.4% | -6.3% |
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