+12.3%
XLI vs BB
+88.0%
-75.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.0% | -1.5% |
| 7D | +0.6% | -6.8% | +7.4% | +1.0% |
| 30D | -0.4% | -3.5% | +3.1% | -0.3% |
| 3M | -8.8% | -1.2% | -7.6% | -8.9% |
| 6M | -0.4% | +57.0% | -57.4% | -4.4% |
| YTD | +10.1% | +131.1% | -121.0% | +0.7% |
| 1Y | +12.3% | +87.6% | -75.3% | +4.7% |
| All | +12.3% | +88.0% | -75.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling