+649.7%
XLU vs XLB
+813.8%
-164.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | -0.4% | -1.7% | +1.4% | +0.3% |
| 3M | +0.5% | +4.4% | -3.9% | -1.5% |
| 6M | -5.8% | +5.0% | -10.8% | -8.0% |
| YTD | +3.1% | +15.5% | -12.3% | -3.4% |
| 1Y | +8.1% | +14.9% | -6.8% | +1.3% |
| 3Y | +50.5% | +34.5% | +16.0% | +31.3% |
| 5Y | +44.7% | +36.5% | +8.2% | +24.3% |
| 10Y | +136.8% | +159.6% | -22.8% | +52.4% |
| All | +649.7% | +813.8% | -164.1% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling