+587.9%
XLI vs BR
+1,281.7%
-693.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | -5.0% | +4.4% | +1.8% |
| 30D | -6.9% | -2.5% | -4.5% | -6.1% |
| 3M | -1.9% | +13.5% | -15.4% | -8.5% |
| 6M | +1.0% | -9.4% | +10.4% | +4.1% |
| YTD | +11.3% | -23.3% | +34.6% | +23.4% |
| 1Y | +15.8% | -31.6% | +47.4% | +35.7% |
| 3Y | +69.8% | -5.1% | +74.9% | +67.2% |
| 5Y | +80.9% | +8.2% | +72.7% | +63.6% |
| 10Y | +257.2% | +189.8% | +67.4% | +93.2% |
| All | +587.9% | +1,281.7% | -693.8% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling