+231.7%
XLI vs EXC
+197.6%
+34.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | +1.1% | +8.3% | -7.2% | -2.3% |
| 3M | -7.7% | +2.6% | -10.3% | -8.8% |
| 6M | -1.8% | +5.2% | -7.0% | -4.4% |
| YTD | +11.1% | +7.5% | +3.6% | +6.6% |
| 1Y | +12.1% | +3.2% | +9.0% | +9.4% |
| 3Y | +73.8% | +29.5% | +44.3% | +49.7% |
| 5Y | +73.8% | +39.7% | +34.1% | +41.6% |
| 10Y | +231.7% | +200.1% | +31.6% | +115.7% |
| All | +231.7% | +197.6% | +34.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling