+82.8%
XLI vs M
+24.8%
+57.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.6% |
| 30D | -5.8% | -11.6% | +5.8% | -4.0% |
| 3M | +0.7% | +1.6% | -0.9% | +0.1% |
| 6M | +3.2% | +25.2% | -22.0% | -0.9% |
| YTD | +13.0% | +3.8% | +9.3% | +11.5% |
| 1Y | +16.8% | +36.3% | -19.6% | +10.0% |
| 3Y | +72.4% | +116.3% | -43.9% | +44.4% |
| 5Y | +82.8% | +28.2% | +54.6% | +61.4% |
| All | +82.8% | +24.8% | +57.9% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling