+44.2%
XLU vs XLB
+32.8%
+11.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.6% | -2.8% | +1.2% | -0.4% |
| 30D | -3.3% | -3.1% | -0.2% | -2.0% |
| 3M | -3.2% | -0.2% | -3.0% | -3.3% |
| 6M | -7.0% | +3.1% | -10.0% | -8.6% |
| YTD | +0.6% | +13.3% | -12.6% | -5.6% |
| 1Y | +2.4% | +12.0% | -9.6% | -3.5% |
| 3Y | +46.3% | +31.4% | +14.9% | +26.1% |
| All | +44.2% | +32.8% | +11.5% | +20.7% |
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 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