+647.0%
XLY vs BR
+1,278.7%
-631.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | -4.2% | -0.3% | -3.9% | -4.1% |
| 3M | -2.7% | +17.3% | -20.0% | -10.5% |
| 6M | -0.6% | -6.7% | +6.1% | +1.3% |
| YTD | -5.0% | -23.4% | +18.4% | +6.0% |
| 1Y | -4.1% | -32.7% | +28.6% | +13.9% |
| 3Y | +33.6% | -5.9% | +39.5% | +33.0% |
| 5Y | +28.7% | +8.4% | +20.3% | +18.0% |
| 10Y | +219.6% | +189.2% | +30.4% | +77.0% |
| All | +647.0% | +1,278.7% | -631.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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