+81.8%
XLI vs BND
-2.6%
+84.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -1.0% | -0.6% | -1.1% |
| 30D | -7.3% | -1.1% | -6.1% | -6.7% |
| 3M | -1.3% | -1.9% | +0.5% | -0.4% |
| 6M | +2.2% | -1.6% | +3.9% | +3.2% |
| YTD | +11.7% | -1.2% | +12.9% | +12.5% |
| 1Y | +14.3% | -0.7% | +15.0% | +14.8% |
| 3Y | +70.3% | +12.5% | +57.8% | +61.2% |
| All | +81.8% | -2.6% | +84.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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