+1,075.5%
XLI vs BEN
+430.1%
+645.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +3.8% | +6.8% | -3.0% | +1.0% |
| 30D | +1.0% | +18.0% | -16.9% | -5.8% |
| 3M | -8.9% | +7.5% | -16.4% | -11.8% |
| 6M | -2.3% | +14.7% | -17.0% | -8.2% |
| YTD | +9.7% | +56.1% | -46.4% | -9.9% |
| 1Y | +12.3% | +69.6% | -57.3% | -11.0% |
| 3Y | +71.5% | +87.7% | -16.2% | +26.0% |
| 5Y | +70.2% | +28.6% | +41.5% | +43.0% |
| 10Y | +227.5% | +59.8% | +167.7% | +133.5% |
| All | +1,075.5% | +430.1% | +645.4% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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