+233.0%
BAC vs XLI
+233.2%
-0.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | -1.9% | +0.9% | -2.8% | -2.9% |
| 30D | -7.2% | +1.1% | -8.2% | -8.4% |
| 3M | -20.4% | -7.7% | -12.7% | -13.4% |
| 6M | +1.3% | -1.8% | +3.1% | +2.2% |
| YTD | -6.4% | +11.1% | -17.5% | -18.5% |
| 1Y | -3.5% | +12.1% | -15.6% | -16.9% |
| 3Y | +96.7% | +73.8% | +22.9% | +1.7% |
| 5Y | +20.6% | +73.8% | -53.2% | -37.6% |
| 10Y | +233.0% | +231.7% | +1.3% | -26.0% |
| All | +233.0% | +233.2% | -0.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling