+68.5%
XLI vs ETR
+144.8%
-76.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -1.8% |
| 30D | -8.2% | -0.2% | -8.0% | -8.1% |
| 3M | +0.8% | -3.7% | +4.5% | +1.6% |
| 6M | +0.8% | +2.1% | -1.2% | +0.1% |
| YTD | +10.5% | +16.5% | -5.9% | +6.2% |
| 1Y | +14.1% | +22.5% | -8.4% | +8.3% |
| All | +68.5% | +144.8% | -76.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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