+110.1%
V vs XLI
+72.7%
+37.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.3% |
| 7D | -2.3% | +0.9% | -3.2% | -3.0% |
| 30D | +9.5% | +1.1% | +8.4% | +8.6% |
| 3M | +17.5% | -7.7% | +25.2% | +23.7% |
| 6M | +32.2% | -1.8% | +34.0% | +32.6% |
| YTD | +22.3% | +11.1% | +11.2% | +10.7% |
| 1Y | +26.8% | +12.1% | +14.7% | +13.9% |
| 3Y | +77.5% | +73.8% | +3.6% | +9.5% |
| 5Y | +110.1% | +73.8% | +36.3% | +31.3% |
| All | +110.1% | +72.7% | +37.4% | +31.3% |
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