+64.1%
XLI vs B
+134.6%
-70.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.8% | +9.6% | -12.4% | -4.0% |
| 30D | -3.1% | +3.5% | -6.6% | -3.6% |
| 3M | -11.7% | -1.6% | -10.1% | -11.8% |
| 6M | -7.6% | -1.7% | -5.9% | -8.0% |
| YTD | +5.7% | -5.3% | +11.0% | +5.2% |
| 1Y | +7.8% | +27.2% | -19.4% | +3.5% |
| 3Y | +67.4% | +166.1% | -98.7% | +43.9% |
| All | +64.1% | +134.6% | -70.5% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling