+1,227.8%
BE vs XLI
+80.3%
+1,147.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | +0.3% |
| 7D | +23.9% | -0.6% | +24.5% | +25.6% |
| 30D | +27.8% | -6.9% | +34.8% | +48.6% |
| 3M | +3.7% | -1.9% | +5.7% | +10.9% |
| 6M | +78.0% | +1.0% | +76.9% | +81.1% |
| YTD | +209.9% | +11.3% | +198.6% | +161.6% |
| 1Y | +389.6% | +15.8% | +373.8% | +294.1% |
| 3Y | +1,730.6% | +69.8% | +1,660.8% | +616.2% |
| 5Y | +1,227.8% | +80.9% | +1,146.9% | +401.5% |
| All | +1,227.8% | +80.3% | +1,147.5% | +401.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling