+149.9%
XLE vs XLB
+29.2%
+120.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -12.0% | -1.5% | -10.5% | -11.4% |
| 30D | -2.7% | +6.1% | -8.8% | -6.3% |
| 3M | +6.6% | 0.0% | +6.5% | +6.2% |
| 6M | +9.5% | 0.0% | +9.6% | +8.5% |
| YTD | +40.6% | +16.0% | +24.5% | +24.5% |
| 1Y | +43.6% | +24.7% | +18.9% | +20.6% |
| 3Y | +58.1% | +40.4% | +17.7% | +20.6% |
| All | +149.9% | +29.2% | +120.7% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling