+1,080.1%
XLI vs EXC
+722.2%
+357.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.3% | -1.9% | +6.2% | +5.0% |
| 30D | +0.5% | +7.8% | -7.3% | -2.3% |
| 3M | -8.6% | +1.9% | -10.5% | -9.4% |
| 6M | -2.3% | +3.4% | -5.7% | -3.9% |
| YTD | +10.1% | +7.6% | +2.5% | +6.4% |
| 1Y | +11.0% | +2.1% | +8.9% | +9.1% |
| 3Y | +72.3% | +29.6% | +42.7% | +53.0% |
| 5Y | +70.8% | +39.5% | +31.3% | +46.4% |
| 10Y | +228.7% | +200.2% | +28.5% | +112.2% |
| All | +1,080.1% | +722.2% | +357.9% | +541.0% |
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