+253.9%
XLI vs BB
+1.6%
+252.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +0.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -7.3% | -12.5% | +5.3% | -6.0% |
| 3M | -1.3% | -17.4% | +16.1% | 0.0% |
| 6M | +2.2% | +119.1% | -116.9% | -8.0% |
| YTD | +11.7% | +102.4% | -90.7% | +1.4% |
| 1Y | +14.3% | +98.2% | -83.9% | +3.5% |
| 3Y | +70.3% | +46.9% | +23.4% | +54.3% |
| 5Y | +82.3% | -26.4% | +108.7% | +72.7% |
| All | +253.9% | +1.6% | +252.3% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling