+17.2%
XLI vs EW
+11.0%
+6.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -5.9% | +1.0% | -7.0% | -6.1% |
| 3M | -0.3% | +2.8% | -3.1% | -0.8% |
| 6M | +0.1% | +5.5% | -5.4% | -0.8% |
| YTD | +13.6% | +5.5% | +8.1% | +12.6% |
| 1Y | +17.2% | +11.0% | +6.1% | +15.0% |
| All | +17.2% | +11.0% | +6.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling