+1,117.4%
XLI vs B
+256.4%
+861.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | -5.9% | +9.4% | -15.4% | -6.7% |
| 3M | -0.3% | +5.0% | -5.2% | -0.8% |
| 6M | +0.1% | -3.5% | +3.7% | 0.0% |
| YTD | +13.6% | +4.5% | +9.1% | +12.7% |
| 1Y | +17.2% | +67.8% | -50.6% | +12.0% |
| 3Y | +68.2% | +196.7% | -128.5% | +53.1% |
| 5Y | +80.7% | +151.9% | -71.2% | +65.2% |
| 10Y | +253.3% | +202.2% | +51.1% | +212.5% |
| All | +1,117.4% | +256.4% | +861.0% | +948.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling