+80.9%
XLI vs BAX
-67.6%
+148.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -0.6% | -5.1% | +4.5% | +0.3% |
| 30D | -6.9% | -12.2% | +5.2% | -4.8% |
| 3M | -1.9% | +21.8% | -23.7% | -5.7% |
| 6M | +1.0% | +36.3% | -35.3% | -5.2% |
| YTD | +11.3% | +27.8% | -16.5% | +5.0% |
| 1Y | +15.8% | -0.1% | +15.9% | +14.0% |
| 3Y | +69.8% | -33.3% | +103.1% | +77.3% |
| 5Y | +80.9% | -67.1% | +148.0% | +120.7% |
| All | +80.9% | -67.6% | +148.4% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling