+1,117.4%
XLI vs EXC
+686.4%
+431.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | -5.9% | -3.7% | -2.2% | -4.7% |
| 3M | -0.3% | -1.3% | +1.0% | -0.1% |
| 6M | +0.1% | -9.7% | +9.8% | +3.3% |
| YTD | +13.6% | +2.9% | +10.7% | +11.6% |
| 1Y | +17.2% | +4.4% | +12.8% | +14.4% |
| 3Y | +68.2% | +22.2% | +46.0% | +52.6% |
| 5Y | +80.7% | +46.7% | +34.0% | +52.0% |
| 10Y | +253.3% | +155.3% | +97.9% | +140.4% |
| All | +1,117.4% | +686.4% | +431.1% | +572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling