+227.3%
XLI vs EW
+249.9%
-22.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.3% | +4.9% | -0.6% | +2.9% |
| 30D | +0.5% | +24.1% | -23.6% | -5.5% |
| 3M | -8.6% | +13.7% | -22.3% | -12.0% |
| 6M | -2.3% | +32.7% | -35.0% | -10.2% |
| YTD | +10.1% | +24.1% | -14.0% | +2.8% |
| 1Y | +11.0% | +23.6% | -12.6% | +3.7% |
| 3Y | +72.3% | +64.8% | +7.5% | +40.1% |
| 5Y | +70.8% | -8.8% | +79.6% | +65.6% |
| All | +227.3% | +249.9% | -22.5% | +120.0% |
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 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