+838.2%
XLI vs A
+543.3%
+295.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +3.8% | -0.5% | +4.2% | +3.9% |
| 30D | +1.0% | 0.0% | +1.1% | +1.0% |
| 3M | -8.9% | +16.7% | -25.6% | -12.9% |
| 6M | -2.3% | +54.8% | -57.1% | -14.2% |
| YTD | +9.7% | +28.8% | -19.1% | +1.0% |
| 1Y | +12.3% | +19.3% | -7.0% | +5.6% |
| 3Y | +71.5% | +65.5% | +5.9% | +44.8% |
| 5Y | +70.2% | +12.1% | +58.1% | +57.7% |
| 10Y | +227.5% | +305.4% | -77.9% | +115.2% |
| All | +838.2% | +543.3% | +295.0% | +349.9% |
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