+28.4%
XLY vs B
+157.4%
-129.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -4.2% | +6.3% | -10.5% | -5.0% |
| 3M | -2.7% | +12.1% | -14.8% | -4.4% |
| 6M | -0.6% | -3.1% | +2.5% | -0.9% |
| YTD | -5.0% | +2.0% | -7.0% | -6.2% |
| 1Y | -4.1% | +51.7% | -55.8% | -10.5% |
| 3Y | +33.6% | +190.5% | -156.9% | +11.9% |
| All | +28.4% | +157.4% | -129.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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