+253.9%
XLI vs BR
+189.7%
+64.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.7% | -3.0% | +1.3% | -0.4% |
| 30D | -7.3% | -0.3% | -7.0% | -7.4% |
| 3M | -1.3% | +17.3% | -18.6% | -9.1% |
| 6M | +2.2% | -6.7% | +8.9% | +4.2% |
| YTD | +11.7% | -23.4% | +35.2% | +24.6% |
| 1Y | +14.3% | -32.7% | +46.9% | +36.0% |
| 3Y | +70.3% | -5.9% | +76.2% | +68.3% |
| 5Y | +82.3% | +8.4% | +73.9% | +63.4% |
| All | +253.9% | +189.7% | +64.2% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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