+253.9%
XLI vs BG
+166.7%
+87.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -1.7% | +3.1% | -4.8% | -2.5% |
| 30D | -7.3% | +10.2% | -17.5% | -9.9% |
| 3M | -1.3% | -1.7% | +0.3% | -1.4% |
| 6M | +2.2% | +1.0% | +1.3% | +1.0% |
| YTD | +11.7% | +39.9% | -28.2% | +0.1% |
| 1Y | +14.3% | +53.2% | -39.0% | -1.0% |
| 3Y | +70.3% | +16.3% | +54.1% | +57.7% |
| 5Y | +82.3% | +83.9% | -1.5% | +40.2% |
| All | +253.9% | +166.7% | +87.2% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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