+250.2%
XLI vs EW
+126.7%
+123.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.3% | -3.4% | +1.1% | -1.4% |
| 30D | -8.2% | -7.4% | -0.8% | -6.3% |
| 3M | +0.8% | +0.9% | -0.1% | +0.3% |
| 6M | +0.8% | +1.2% | -0.3% | +0.1% |
| YTD | +10.5% | +1.8% | +8.7% | +9.3% |
| 1Y | +14.1% | +10.8% | +3.3% | +10.1% |
| 3Y | +68.6% | +17.1% | +51.4% | +52.8% |
| 5Y | +80.4% | -28.2% | +108.6% | +87.2% |
| All | +250.2% | +126.7% | +123.4% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling