+231.7%
XLI vs ALL
+371.2%
-139.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.9% | -2.6% | +3.4% | +1.9% |
| 30D | +1.1% | +12.7% | -11.6% | -4.2% |
| 3M | -7.7% | +0.4% | -8.1% | -8.3% |
| 6M | -1.8% | +23.8% | -25.6% | -12.2% |
| YTD | +11.1% | +27.8% | -16.7% | -2.8% |
| 1Y | +12.1% | +28.9% | -16.8% | -2.4% |
| 3Y | +73.8% | +113.9% | -40.0% | +13.4% |
| 5Y | +73.8% | +157.4% | -83.6% | -2.4% |
| 10Y | +231.7% | +369.0% | -137.3% | +39.4% |
| All | +231.7% | +371.2% | -139.4% | +39.4% |
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