+246.5%
XLF vs XLB
+162.9%
+83.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.7% |
| 7D | -2.9% | -3.5% | +0.6% | +0.1% |
| 30D | -1.6% | -4.7% | +3.0% | +2.4% |
| 3M | +9.3% | +2.7% | +6.5% | +6.3% |
| 6M | +14.6% | +2.6% | +12.0% | +11.0% |
| YTD | +4.7% | +12.8% | -8.1% | -7.2% |
| 1Y | +8.6% | +14.0% | -5.3% | -4.7% |
| 3Y | +73.9% | +31.5% | +42.4% | +32.2% |
| 5Y | +65.0% | +33.4% | +31.6% | +22.4% |
| All | +246.5% | +162.9% | +83.7% | +32.4% |
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