+1,117.4%
XLI vs ETR
+1,823.0%
-705.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -5.9% | +1.0% | -6.9% | -6.3% |
| 3M | -0.3% | -1.3% | +1.0% | 0.0% |
| 6M | +0.1% | +1.9% | -1.8% | -1.0% |
| YTD | +13.6% | +18.2% | -4.6% | +6.6% |
| 1Y | +17.2% | +24.7% | -7.5% | +7.8% |
| 3Y | +68.2% | +150.7% | -82.5% | +18.7% |
| 5Y | +80.7% | +127.0% | -46.3% | +30.8% |
| 10Y | +253.3% | +295.5% | -42.2% | +108.5% |
| All | +1,117.4% | +1,823.0% | -705.6% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling