+907.0%
XLI vs EWT
+590.1%
+316.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.0% | +1.6% | -0.7% | +0.3% |
| 30D | -5.8% | +8.2% | -14.0% | -9.1% |
| 3M | +0.7% | +11.1% | -10.4% | -4.4% |
| 6M | +3.2% | +60.4% | -57.3% | -17.3% |
| YTD | +13.0% | +75.6% | -62.5% | -13.1% |
| 1Y | +16.8% | +91.3% | -74.5% | -13.7% |
| 3Y | +72.4% | +200.3% | -127.9% | +3.0% |
| 5Y | +82.8% | +156.4% | -73.6% | +16.4% |
| 10Y | +252.4% | +495.8% | -243.3% | +56.2% |
| All | +907.0% | +590.1% | +316.9% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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