+257.2%
XLI vs ALL
+359.1%
-101.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -0.6% | -2.2% | +1.6% | +0.4% |
| 30D | -6.9% | -5.6% | -1.4% | -4.7% |
| 3M | -1.9% | +17.2% | -19.2% | -9.6% |
| 6M | +1.0% | +23.2% | -22.2% | -9.3% |
| YTD | +11.3% | +23.6% | -12.3% | -0.7% |
| 1Y | +15.8% | +29.2% | -13.4% | +0.7% |
| 3Y | +69.8% | +153.8% | -84.0% | +0.7% |
| 5Y | +80.9% | +116.1% | -35.2% | +12.8% |
| 10Y | +257.2% | +364.8% | -107.6% | +43.4% |
| All | +257.2% | +359.1% | -101.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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