+1,075.5%
XLI vs ETR
+1,904.7%
-829.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | +1.0% | +7.0% | -6.0% | -1.4% |
| 3M | -8.9% | +4.6% | -13.5% | -10.4% |
| 6M | -2.3% | +0.1% | -2.4% | -2.6% |
| YTD | +9.7% | +23.2% | -13.5% | +1.3% |
| 1Y | +12.3% | +20.6% | -8.3% | +4.5% |
| 3Y | +71.5% | +156.3% | -84.8% | +20.2% |
| 5Y | +70.2% | +159.6% | -89.5% | +17.6% |
| 10Y | +227.5% | +377.1% | -149.6% | +81.8% |
| All | +1,075.5% | +1,904.7% | -829.2% | +423.1% |
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