+1.0%
XLU vs XLB
+29.8%
-28.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.3% |
| 7D | +2.6% | +3.9% | -1.3% | +1.5% |
| 30D | +9.1% | +8.9% | +0.2% | +6.5% |
| 3M | -0.4% | +4.1% | -4.5% | -1.7% |
| 6M | -4.7% | +7.3% | -12.0% | -6.8% |
| YTD | +4.3% | +20.4% | -16.1% | -2.6% |
| 1Y | +1.0% | +29.5% | -28.6% | -7.7% |
| All | +1.0% | +29.8% | -28.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling