-12.8%
BKNG vs XLI
+18.3%
-31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -6.0% | -1.1% | -4.9% | -5.7% |
| 30D | -6.6% | -5.9% | -0.7% | -5.0% |
| 3M | +15.7% | -0.3% | +16.0% | +14.9% |
| 6M | +14.1% | +0.1% | +14.0% | +12.2% |
| YTD | -9.3% | +13.6% | -22.9% | -17.1% |
| 1Y | -12.8% | +17.2% | -29.9% | -21.3% |
| All | -12.8% | +18.3% | -31.0% | -21.3% |
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