+317.6%
VOO vs XLI
+260.4%
+57.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | 0.0% |
| 7D | -0.8% | -1.7% | +0.9% | +0.5% |
| 30D | -1.1% | -7.3% | +6.2% | +4.9% |
| 3M | +3.9% | -1.3% | +5.2% | +4.7% |
| 6M | +13.6% | +2.2% | +11.4% | +11.0% |
| YTD | +12.7% | +11.7% | +1.0% | +2.3% |
| 1Y | +17.6% | +14.3% | +3.3% | +4.7% |
| 3Y | +77.3% | +70.3% | +7.0% | +14.2% |
| 5Y | +84.1% | +82.3% | +1.8% | +12.2% |
| All | +317.6% | +260.4% | +57.2% | +52.8% |
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