+67.2%
F vs XLI
+226.3%
-159.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -1.9% |
| 7D | -3.9% | +4.3% | -8.2% | -8.4% |
| 30D | -0.5% | +0.5% | -0.9% | -1.3% |
| 3M | -12.9% | -8.6% | -4.3% | -4.1% |
| 6M | +1.5% | -2.3% | +3.9% | +3.2% |
| YTD | -5.0% | +10.1% | -15.1% | -16.1% |
| 1Y | -7.3% | +11.0% | -18.4% | -18.9% |
| 3Y | +45.3% | +72.3% | -27.0% | -23.7% |
| 5Y | -15.8% | +70.8% | -86.6% | -54.2% |
| All | +67.2% | +226.3% | -159.2% | -58.2% |
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