+257.2%
XLI vs B
+200.3%
+57.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | -6.9% | +9.5% | -16.4% | -7.8% |
| 3M | -1.9% | +14.3% | -16.3% | -3.3% |
| 6M | +1.0% | -1.9% | +2.9% | +0.7% |
| YTD | +11.3% | +4.1% | +7.2% | +10.2% |
| 1Y | +15.8% | +56.1% | -40.3% | +10.7% |
| 3Y | +69.8% | +202.0% | -132.2% | +53.0% |
| 5Y | +80.9% | +158.8% | -77.9% | +63.2% |
| 10Y | +257.2% | +211.9% | +45.3% | +219.0% |
| All | +257.2% | +200.3% | +57.0% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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