+253.9%
XLI vs BBY
+252.7%
+1.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.2% |
| 7D | -1.7% | +0.6% | -2.2% | -1.8% |
| 30D | -7.3% | +9.4% | -16.7% | -9.7% |
| 3M | -1.3% | +19.3% | -20.7% | -6.6% |
| 6M | +2.2% | +47.9% | -45.7% | -9.8% |
| YTD | +11.7% | +39.6% | -27.9% | -0.1% |
| 1Y | +14.3% | +22.2% | -7.9% | +5.8% |
| 3Y | +70.3% | +45.0% | +25.4% | +44.0% |
| 5Y | +82.3% | +2.6% | +79.7% | +65.7% |
| All | +253.9% | +252.7% | +1.2% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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