+11.0%
XLI vs EW
+24.1%
-13.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.3% | +4.9% | -0.6% | +3.5% |
| 30D | +0.5% | +24.1% | -23.6% | -3.0% |
| 3M | -8.6% | +13.7% | -22.3% | -10.4% |
| 6M | -2.3% | +32.7% | -35.0% | -7.3% |
| YTD | +10.1% | +24.1% | -14.0% | +7.2% |
| 1Y | +11.0% | +23.6% | -12.6% | +8.4% |
| All | +11.0% | +24.1% | -13.1% | +8.4% |
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 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