+10.7%
XLI vs FE
+6.0%
+4.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -0.3% | +4.3% | -4.6% | -0.7% |
| 3M | -8.4% | +0.4% | -8.7% | -8.4% |
| 6M | -2.1% | +6.9% | -9.0% | -3.0% |
| YTD | +9.6% | +8.0% | +1.6% | +9.6% |
| 1Y | +10.7% | +4.8% | +5.8% | +11.1% |
| All | +10.7% | +6.0% | +4.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling