+253.9%
XLI vs BAX
-38.1%
+292.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.5% |
| 7D | -1.7% | -7.9% | +6.2% | +0.5% |
| 30D | -7.3% | -11.7% | +4.4% | -4.2% |
| 3M | -1.3% | +16.2% | -17.5% | -6.1% |
| 6M | +2.2% | +32.0% | -29.7% | -6.5% |
| YTD | +11.7% | +24.7% | -13.0% | +2.7% |
| 1Y | +14.3% | -2.6% | +16.9% | +12.3% |
| 3Y | +70.3% | -35.0% | +105.3% | +83.6% |
| 5Y | +82.3% | -67.6% | +149.9% | +154.3% |
| All | +253.9% | -38.1% | +292.0% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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