+226.1%
XLI vs BB
+21.8%
+204.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +3.8% | +1.8% | +1.9% | +3.5% |
| 30D | +1.0% | +8.1% | -7.1% | -0.1% |
| 3M | -8.9% | -1.0% | -7.9% | -9.3% |
| 6M | -2.3% | +45.9% | -48.2% | -7.9% |
| YTD | +9.7% | +134.8% | -125.2% | -2.5% |
| 1Y | +12.3% | +104.6% | -92.3% | +1.2% |
| 3Y | +71.5% | +152.8% | -81.4% | +45.8% |
| 5Y | +70.2% | -17.4% | +87.6% | +58.8% |
| All | +226.1% | +21.8% | +204.3% | +143.9% |
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