+72.4%
XLI vs ALL
+150.3%
-77.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.2% |
| 30D | -5.8% | -4.7% | -1.1% | -5.2% |
| 3M | +0.7% | +18.4% | -17.7% | -2.6% |
| 6M | +3.2% | +20.5% | -17.3% | -0.8% |
| YTD | +13.0% | +23.5% | -10.5% | +7.9% |
| 1Y | +16.8% | +29.0% | -12.2% | +10.2% |
| 3Y | +72.4% | +153.7% | -81.3% | +42.7% |
| All | +72.4% | +150.3% | -77.9% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling