+71.6%
XLI vs EW
+59.8%
+11.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.5% | +9.3% | -10.8% | -2.6% |
| 30D | -0.3% | +22.1% | -22.4% | -2.7% |
| 3M | -8.4% | +13.0% | -21.4% | -9.7% |
| 6M | -2.1% | +30.1% | -32.2% | -5.3% |
| YTD | +9.6% | +22.0% | -12.4% | +6.8% |
| 1Y | +10.7% | +23.7% | -13.0% | +7.6% |
| 3Y | +71.6% | +62.0% | +9.6% | +52.2% |
| All | +71.6% | +59.8% | +11.8% | +52.2% |
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