+131.6%
C vs XLI
+83.4%
+48.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +3.2% | +1.0% | +2.2% | +2.1% |
| 30D | +1.3% | -5.8% | +7.1% | +8.0% |
| 3M | +3.1% | +0.7% | +2.4% | +2.1% |
| 6M | +29.6% | +3.2% | +26.4% | +24.7% |
| YTD | +19.0% | +13.0% | +5.9% | +3.5% |
| 1Y | +45.6% | +16.8% | +28.9% | +22.1% |
| 3Y | +269.3% | +72.4% | +196.9% | +107.9% |
| 5Y | +131.6% | +82.8% | +48.8% | +20.4% |
| All | +131.6% | +83.4% | +48.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling