+231.7%
XLI vs M
-5.1%
+236.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +0.9% | -3.3% | +4.2% | +1.4% |
| 30D | +1.1% | +8.1% | -7.0% | -0.5% |
| 3M | -7.7% | +2.2% | -9.9% | -8.4% |
| 6M | -1.8% | +35.1% | -36.9% | -7.6% |
| YTD | +11.1% | +15.8% | -4.7% | +7.0% |
| 1Y | +12.1% | +25.8% | -13.7% | +6.2% |
| 3Y | +73.8% | +156.2% | -82.4% | +38.8% |
| 5Y | +73.8% | -2.4% | +76.1% | +57.5% |
| 10Y | +231.7% | -7.1% | +238.8% | +133.3% |
| All | +231.7% | -5.1% | +236.8% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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