+72.2%
F vs XLI
+231.4%
-159.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.2% | -1.5% | +1.3% | +1.1% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | -11.3% | -8.4% | -3.0% | -2.7% |
| 6M | +2.0% | -2.1% | +4.1% | +3.3% |
| YTD | -3.2% | +9.6% | -12.8% | -14.0% |
| 1Y | -3.5% | +10.7% | -14.1% | -15.2% |
| 3Y | +48.1% | +71.6% | -23.5% | -21.8% |
| 5Y | -13.5% | +70.8% | -84.3% | -52.9% |
| 10Y | +72.2% | +228.0% | -155.8% | -56.6% |
| All | +72.2% | +231.4% | -159.3% | -56.6% |
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 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