+871.7%
XLI vs A
+457.0%
+414.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.1% | -1.9% | +0.9% | -0.5% |
| 30D | -5.9% | +6.9% | -12.9% | -7.8% |
| 3M | -0.3% | +9.2% | -9.5% | -2.9% |
| 6M | +0.1% | +25.7% | -25.6% | -6.9% |
| YTD | +13.6% | +11.5% | +2.1% | +9.0% |
| 1Y | +17.2% | +18.4% | -1.2% | +10.3% |
| 3Y | +68.2% | +26.6% | +41.6% | +53.1% |
| 5Y | +80.7% | -12.8% | +93.5% | +79.6% |
| 10Y | +253.3% | +247.2% | +6.1% | +142.5% |
| All | +871.7% | +457.0% | +414.7% | +385.7% |
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