+81.8%
XLI vs ETR
+122.3%
-40.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -1.7% | -1.8% | +0.2% | -1.1% |
| 30D | -7.3% | -1.8% | -5.5% | -6.8% |
| 3M | -1.3% | -3.6% | +2.2% | -0.3% |
| 6M | +2.2% | +2.6% | -0.4% | +1.0% |
| YTD | +11.7% | +16.0% | -4.3% | +6.1% |
| 1Y | +14.3% | +20.1% | -5.9% | +7.3% |
| 3Y | +70.3% | +143.6% | -73.2% | +24.4% |
| All | +81.8% | +122.3% | -40.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling