+81.8%
XLI vs BR
+8.0%
+73.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.7% | -3.0% | +1.3% | -0.7% |
| 30D | -7.3% | -0.3% | -7.0% | -7.3% |
| 3M | -1.3% | +17.3% | -18.6% | -7.4% |
| 6M | +2.2% | -6.7% | +8.9% | +4.5% |
| YTD | +11.7% | -23.4% | +35.2% | +23.8% |
| 1Y | +14.3% | -32.7% | +46.9% | +34.4% |
| 3Y | +70.3% | -5.9% | +76.2% | +69.3% |
| All | +81.8% | +8.0% | +73.8% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling