+69.9%
XLI vs EXC
+41.3%
+28.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | +3.8% | +1.4% | +2.4% | +3.4% |
| 30D | +1.0% | +8.6% | -7.5% | -1.0% |
| 3M | -8.9% | +2.4% | -11.3% | -9.5% |
| 6M | -2.3% | +6.5% | -8.7% | -4.0% |
| YTD | +9.7% | +9.0% | +0.6% | +6.6% |
| 1Y | +12.3% | +4.6% | +7.7% | +10.4% |
| 3Y | +71.5% | +33.5% | +38.0% | +53.6% |
| All | +69.9% | +41.3% | +28.6% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling