+257.2%
XLI vs D
+34.1%
+223.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | -0.6% | -0.4% | -0.1% | -0.4% |
| 30D | -6.9% | -2.1% | -4.9% | -6.3% |
| 3M | -1.9% | -0.7% | -1.2% | -1.8% |
| 6M | +1.0% | +5.6% | -4.5% | -1.3% |
| YTD | +11.3% | +14.6% | -3.2% | +5.5% |
| 1Y | +15.8% | +15.3% | +0.5% | +9.2% |
| 3Y | +69.8% | +59.1% | +10.7% | +38.9% |
| 5Y | +80.9% | +3.9% | +77.0% | +74.3% |
| 10Y | +257.2% | +38.5% | +218.7% | +220.8% |
| All | +257.2% | +34.1% | +223.2% | +220.8% |
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