+43.5%
F vs XLI
+66.8%
-23.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.6% | -2.8% | +4.4% | +4.1% |
| 30D | +2.6% | -3.1% | +5.7% | +5.5% |
| 3M | -8.8% | -11.7% | +2.9% | +2.4% |
| 6M | +4.6% | -7.6% | +12.2% | +11.7% |
| YTD | -1.9% | +5.7% | -7.6% | -9.0% |
| 1Y | -0.8% | +7.8% | -8.6% | -9.8% |
| 3Y | +43.5% | +67.4% | -23.9% | -32.7% |
| All | +43.5% | +66.8% | -23.3% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling