+43.2%
TER vs XLI
+12.2%
+31.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -4.0% |
| 7D | -19.9% | +0.6% | -20.4% | -21.1% |
| 30D | -43.5% | -0.4% | -43.2% | -43.0% |
| 3M | -37.8% | -8.8% | -28.9% | -19.8% |
| 6M | -25.6% | -0.4% | -25.2% | -21.7% |
| YTD | +29.8% | +10.1% | +19.7% | +7.8% |
| 1Y | +43.2% | +12.3% | +30.9% | +13.2% |
| All | +43.2% | +12.2% | +31.0% | +13.2% |
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 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