+934.0%
BE vs XLI
+163.1%
+770.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -2.8% |
| 7D | +9.7% | -2.3% | +12.0% | +14.0% |
| 30D | +22.4% | -8.2% | +30.5% | +40.8% |
| 3M | +10.4% | +0.8% | +9.6% | +11.4% |
| 6M | +67.9% | +0.8% | +67.0% | +71.9% |
| YTD | +197.5% | +10.5% | +187.0% | +166.0% |
| 1Y | +310.6% | +14.1% | +296.4% | +257.7% |
| 3Y | +1,657.2% | +68.6% | +1,588.7% | +794.9% |
| 5Y | +1,218.2% | +80.4% | +1,137.8% | +552.1% |
| All | +934.0% | +163.1% | +770.9% | +176.4% |
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