+11.0%
XLI vs BP
+30.8%
-19.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.8% |
| 7D | +4.3% | +2.5% | +1.8% | +4.5% |
| 30D | +0.5% | -5.6% | +6.0% | -0.2% |
| 3M | -8.6% | +8.0% | -16.6% | -7.7% |
| 6M | -2.3% | +5.7% | -8.0% | -1.4% |
| YTD | +10.1% | +36.8% | -26.7% | +7.1% |
| 1Y | +11.0% | +30.7% | -19.7% | +8.9% |
| All | +11.0% | +30.8% | -19.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling