-3.5%
F vs XLI
+10.8%
-14.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.2% | -1.5% | +1.3% | +0.8% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | -11.3% | -8.4% | -3.0% | -5.4% |
| 6M | +2.0% | -2.1% | +4.1% | +2.4% |
| YTD | -3.2% | +9.6% | -12.8% | -13.7% |
| 1Y | -3.5% | +10.7% | -14.1% | -15.1% |
| All | -3.5% | +10.8% | -14.3% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling