+250.2%
XLI vs XLB
+162.9%
+87.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.3% |
| 7D | -2.3% | -3.5% | +1.2% | +0.7% |
| 30D | -8.2% | -4.7% | -3.5% | -4.5% |
| 3M | +0.8% | +2.7% | -1.9% | -1.8% |
| 6M | +0.8% | +2.6% | -1.8% | -1.7% |
| YTD | +10.5% | +12.8% | -2.3% | -0.9% |
| 1Y | +14.1% | +14.0% | +0.2% | +1.3% |
| 3Y | +68.6% | +31.5% | +37.1% | +31.3% |
| 5Y | +80.4% | +33.4% | +47.0% | +36.9% |
| All | +250.2% | +162.9% | +87.3% | +46.2% |
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 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