+1,117.4%
XLI vs BP
+259.8%
+857.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.1% | +3.9% | -5.0% | -2.5% |
| 30D | -5.9% | +7.6% | -13.6% | -8.6% |
| 3M | -0.3% | +0.7% | -1.0% | -1.3% |
| 6M | +0.1% | +15.5% | -15.4% | -6.7% |
| YTD | +13.6% | +30.8% | -17.2% | +0.6% |
| 1Y | +17.2% | +34.3% | -17.1% | +2.3% |
| 3Y | +68.2% | +35.1% | +33.2% | +43.6% |
| 5Y | +80.7% | +126.8% | -46.1% | +21.7% |
| 10Y | +253.3% | +123.4% | +129.9% | +124.4% |
| All | +1,117.4% | +259.8% | +857.7% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling