-13.6%
BKNG vs XLI
+12.2%
-25.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.1% | +10.9% | +10.1% |
| 7D | +15.6% | +0.6% | +15.0% | +15.3% |
| 30D | +8.0% | -0.4% | +8.4% | +8.0% |
| 3M | -11.8% | -8.8% | -2.9% | -9.5% |
| 6M | +3.8% | -0.4% | +4.1% | +2.5% |
| YTD | -19.6% | +10.1% | -29.7% | -27.2% |
| 1Y | -13.6% | +12.3% | -25.9% | -23.7% |
| All | -13.6% | +12.2% | -25.8% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling