+80.9%
XLI vs EW
-29.9%
+110.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -0.6% | -5.1% | +4.5% | +0.4% |
| 30D | -6.9% | -6.4% | -0.6% | -5.8% |
| 3M | -1.9% | -1.6% | -0.4% | -1.8% |
| 6M | +1.0% | +2.3% | -1.3% | +0.3% |
| YTD | +11.3% | +1.1% | +10.2% | +10.7% |
| 1Y | +15.8% | +8.0% | +7.8% | +13.6% |
| 3Y | +69.8% | +16.3% | +53.5% | +58.3% |
| 5Y | +80.9% | -29.4% | +110.3% | +86.9% |
| All | +80.9% | -29.9% | +110.8% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling