+80.4%
XLI vs BB
-29.9%
+110.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | -2.3% | -2.1% | -0.2% | -2.1% |
| 30D | -8.2% | -16.0% | +7.9% | -6.3% |
| 3M | +0.8% | -14.5% | +15.3% | +1.7% |
| 6M | +0.8% | +118.6% | -117.7% | -10.8% |
| YTD | +10.5% | +98.9% | -88.4% | -1.0% |
| 1Y | +14.1% | +99.5% | -85.3% | +1.6% |
| 3Y | +68.6% | +65.4% | +3.2% | +47.9% |
| 5Y | +80.4% | -27.6% | +108.0% | +72.4% |
| All | +80.4% | -29.9% | +110.3% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling