+27.6%
F vs XLI
+1,121.5%
-1,094.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | +5.3% | -1.1% | +6.4% | +6.5% |
| 30D | +4.6% | -5.9% | +10.5% | +11.7% |
| 3M | -3.7% | -0.3% | -3.4% | -4.0% |
| 6M | +16.8% | +0.1% | +16.7% | +15.8% |
| YTD | +15.3% | +13.6% | +1.7% | -0.4% |
| 1Y | +31.0% | +17.2% | +13.8% | +9.4% |
| 3Y | +45.4% | +68.2% | -22.8% | -18.0% |
| 5Y | +54.7% | +80.7% | -26.1% | -16.5% |
| 10Y | +98.2% | +253.3% | -155.0% | -47.1% |
| All | +27.6% | +1,121.5% | -1,094.0% | -90.8% |
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