+841.8%
XLI vs EW
+8,331.5%
-7,489.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +3.8% | +4.9% | -1.1% | +2.6% |
| 30D | +1.0% | +23.9% | -22.9% | -3.8% |
| 3M | -8.9% | +15.8% | -24.7% | -12.0% |
| 6M | -2.3% | +31.7% | -33.9% | -8.5% |
| YTD | +9.7% | +25.7% | -16.0% | +3.5% |
| 1Y | +12.3% | +24.4% | -12.1% | +6.2% |
| 3Y | +71.5% | +65.9% | +5.6% | +47.0% |
| 5Y | +70.2% | -7.6% | +77.8% | +64.2% |
| 10Y | +227.5% | +253.2% | -25.7% | +131.6% |
| All | +841.8% | +8,331.5% | -7,489.7% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling