+277.2%
TER vs XLI
+71.5%
+205.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +5.2% |
| 7D | +11.0% | +1.0% | +10.0% | +8.8% |
| 30D | -1.9% | -5.8% | +3.9% | +10.9% |
| 3M | -0.7% | +0.7% | -1.4% | +0.2% |
| 6M | +36.4% | +3.2% | +33.2% | +34.7% |
| YTD | +92.4% | +13.0% | +79.4% | +63.6% |
| 1Y | +213.5% | +16.8% | +196.7% | +155.2% |
| 3Y | +277.2% | +72.4% | +204.8% | +65.6% |
| All | +277.2% | +71.5% | +205.7% | +65.6% |
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