+841.9%
XLI vs A
+539.8%
+302.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | +4.3% | +0.7% | +3.6% | +4.1% |
| 30D | +0.5% | +0.8% | -0.4% | +0.2% |
| 3M | -8.6% | +16.9% | -25.5% | -12.7% |
| 6M | -2.3% | +53.8% | -56.1% | -14.1% |
| YTD | +10.1% | +28.1% | -18.0% | +1.5% |
| 1Y | +11.0% | +15.0% | -4.0% | +5.4% |
| 3Y | +72.3% | +63.1% | +9.2% | +46.1% |
| 5Y | +70.8% | +11.5% | +59.4% | +58.6% |
| 10Y | +228.7% | +303.2% | -74.4% | +116.4% |
| All | +841.9% | +539.8% | +302.1% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling