+69.8%
XLI vs EW
+16.4%
+53.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.6% | -5.1% | +4.5% | +0.1% |
| 30D | -6.9% | -6.4% | -0.6% | -6.2% |
| 3M | -1.9% | -1.6% | -0.4% | -1.8% |
| 6M | +1.0% | +2.3% | -1.3% | +0.6% |
| YTD | +11.3% | +1.1% | +10.2% | +10.9% |
| 1Y | +15.8% | +8.0% | +7.8% | +14.4% |
| All | +69.8% | +16.4% | +53.3% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling