+668.0%
BE vs XLI
+161.0%
+506.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.3% |
| 7D | +10.8% | +3.8% | +7.1% | +5.0% |
| 30D | -19.8% | +1.0% | -20.8% | -19.3% |
| 3M | -18.7% | -8.9% | -9.8% | -2.4% |
| 6M | -33.7% | -2.3% | -31.5% | -26.9% |
| YTD | +121.0% | +9.7% | +111.3% | +106.1% |
| 1Y | +85.4% | +12.3% | +73.1% | +68.6% |
| 3Y | +1,709.5% | +71.5% | +1,638.1% | +820.7% |
| 5Y | +462.2% | +70.2% | +392.0% | +209.3% |
| All | +668.0% | +161.0% | +506.9% | +114.1% |
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