+12.3%
XLI vs EQT
-3.4%
+15.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.2% |
| 7D | +0.6% | -6.6% | +7.2% | +0.4% |
| 30D | -0.4% | +2.7% | -3.1% | -0.4% |
| 3M | -8.8% | -0.2% | -8.7% | -8.9% |
| 6M | -0.4% | -10.6% | +10.2% | -0.4% |
| YTD | +10.1% | -1.2% | +11.3% | +9.7% |
| 1Y | +12.3% | -4.9% | +17.2% | +11.6% |
| All | +12.3% | -3.4% | +15.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling