+294.7%
C vs XLI
+250.3%
+44.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +2.6% |
| 7D | +2.6% | -0.6% | +3.1% | +3.3% |
| 30D | +1.9% | -6.9% | +8.8% | +11.1% |
| 3M | +2.8% | -1.9% | +4.7% | +4.9% |
| 6M | +30.6% | +1.0% | +29.5% | +28.2% |
| YTD | +19.9% | +11.3% | +8.5% | +4.4% |
| 1Y | +44.6% | +15.8% | +28.8% | +19.8% |
| 3Y | +272.1% | +69.8% | +202.3% | +93.8% |
| 5Y | +132.0% | +80.9% | +51.1% | +10.7% |
| 10Y | +294.7% | +257.2% | +37.4% | -15.2% |
| All | +294.7% | +250.3% | +44.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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