+226.1%
XLI vs D
+48.0%
+178.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | -1.4% | +5.1% | +4.2% |
| 30D | +1.0% | +7.7% | -6.7% | -1.7% |
| 3M | -8.9% | -0.3% | -8.6% | -9.0% |
| 6M | -2.3% | +10.1% | -12.3% | -6.1% |
| YTD | +9.7% | +19.1% | -9.4% | +2.3% |
| 1Y | +12.3% | +15.9% | -3.6% | +5.6% |
| 3Y | +71.5% | +75.0% | -3.5% | +35.0% |
| 5Y | +70.2% | +13.4% | +56.8% | +58.4% |
| All | +226.1% | +48.0% | +178.1% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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