+166.9%
XLE vs XLB
+28.0%
+138.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.4% | +0.5% | +4.9% | +5.1% |
| 30D | -3.9% | +5.2% | -9.1% | -7.0% |
| 3M | +7.0% | +0.3% | +6.7% | +6.4% |
| 6M | +14.2% | +1.2% | +13.0% | +12.2% |
| YTD | +48.2% | +16.6% | +31.5% | +30.8% |
| 1Y | +47.7% | +21.4% | +26.2% | +26.5% |
| 3Y | +70.0% | +43.2% | +26.8% | +27.8% |
| All | +166.9% | +28.0% | +138.9% | +118.0% |
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