+219.1%
TER vs XLI
+83.4%
+135.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +5.1% |
| 7D | +11.0% | +1.0% | +10.0% | +9.0% |
| 30D | -1.9% | -5.8% | +3.9% | +9.4% |
| 3M | -0.7% | +0.7% | -1.4% | +0.2% |
| 6M | +36.4% | +3.2% | +33.2% | +35.3% |
| YTD | +92.4% | +13.0% | +79.4% | +66.2% |
| 1Y | +213.5% | +16.8% | +196.7% | +160.0% |
| 3Y | +277.2% | +72.4% | +204.8% | +76.4% |
| 5Y | +219.1% | +82.8% | +136.4% | +41.7% |
| All | +219.1% | +83.4% | +135.7% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling