+1,093.3%
XLI vs BBY
+1,266.9%
-173.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.2% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | -6.9% | +6.8% | -13.7% | -8.4% |
| 3M | -1.9% | +18.7% | -20.7% | -5.9% |
| 6M | +1.0% | +37.3% | -36.3% | -6.7% |
| YTD | +11.3% | +35.3% | -24.0% | +2.9% |
| 1Y | +15.8% | +20.7% | -4.9% | +9.4% |
| 3Y | +69.8% | +39.4% | +30.4% | +51.9% |
| 5Y | +80.9% | -1.5% | +82.4% | +70.7% |
| 10Y | +257.2% | +239.8% | +17.4% | +152.4% |
| All | +1,093.3% | +1,266.9% | -173.6% | +451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling