+707.5%
XLI vs ET
+1,447.8%
-740.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -6.9% | +5.3% | -12.2% | -8.1% |
| 3M | -1.9% | +15.6% | -17.6% | -5.4% |
| 6M | +1.0% | +20.6% | -19.6% | -3.6% |
| YTD | +11.3% | +38.5% | -27.2% | +2.7% |
| 1Y | +15.8% | +35.7% | -19.9% | +7.3% |
| 3Y | +69.8% | +98.4% | -28.5% | +43.4% |
| 5Y | +80.9% | +245.3% | -164.4% | +33.4% |
| 10Y | +257.2% | +173.7% | +83.5% | +158.3% |
| All | +707.5% | +1,447.8% | -740.3% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 all: compounded portfolio wealth divided by compounded ET 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…
all analysis · Full analysis span regression · 6 months rolling