+3,924.5%
COST vs XLI
+1,097.3%
+2,827.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.5% |
| 30D | -5.3% | -6.9% | +1.7% | -1.0% |
| 3M | -6.7% | -1.9% | -4.7% | -6.1% |
| 6M | -9.9% | +1.0% | -11.0% | -11.5% |
| YTD | +5.1% | +11.3% | -6.2% | -3.0% |
| 1Y | -7.3% | +15.8% | -23.1% | -16.8% |
| 3Y | +70.4% | +69.8% | +0.6% | +18.7% |
| 5Y | +104.4% | +80.9% | +23.5% | +36.7% |
| 10Y | +609.0% | +257.2% | +351.8% | +186.9% |
| All | +3,924.5% | +1,097.3% | +2,827.2% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling