+1,872.3%
TER vs XLI
+259.2%
+1,613.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +5.1% |
| 7D | +12.4% | -0.6% | +12.9% | +13.1% |
| 30D | +5.1% | -6.9% | +12.1% | +15.5% |
| 3M | +4.0% | -1.9% | +5.9% | +8.4% |
| 6M | +29.5% | +1.0% | +28.5% | +32.7% |
| YTD | +98.5% | +11.3% | +87.1% | +82.2% |
| 1Y | +234.1% | +15.8% | +218.3% | +195.4% |
| 3Y | +289.0% | +69.8% | +219.2% | +128.8% |
| 5Y | +228.2% | +80.9% | +147.3% | +85.6% |
| All | +1,872.3% | +259.2% | +1,613.2% | +504.5% |
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