+82.6%
VOO vs XLI
+78.7%
+3.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.0% | -2.3% | +0.3% | -0.1% |
| 30D | -1.7% | -8.2% | +6.5% | +5.4% |
| 3M | +4.7% | +0.8% | +4.0% | +3.7% |
| 6M | +12.6% | +0.8% | +11.7% | +10.9% |
| YTD | +11.8% | +10.5% | +1.2% | +1.4% |
| 1Y | +17.5% | +14.1% | +3.4% | +3.5% |
| 3Y | +77.0% | +68.6% | +8.4% | +8.9% |
| 5Y | +82.6% | +80.4% | +2.2% | +4.7% |
| All | +82.6% | +78.7% | +3.8% | +4.7% |
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