+89.2%
TER vs XLI
+72.7%
+16.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +5.9% |
| 7D | +5.9% | +0.9% | +5.0% | +5.6% |
| 30D | -30.8% | +1.1% | -31.8% | -31.1% |
| 3M | -29.9% | -7.7% | -22.3% | -17.6% |
| 6M | -27.5% | -1.8% | -25.6% | -21.7% |
| YTD | +37.5% | +11.1% | +26.4% | +24.5% |
| 1Y | +50.3% | +12.1% | +38.1% | +34.7% |
| 3Y | +204.9% | +73.8% | +131.1% | +43.4% |
| 5Y | +89.2% | +73.8% | +15.4% | -9.9% |
| All | +89.2% | +72.7% | +16.5% | -9.9% |
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