+226.1%
XLI vs NDAQ
+471.8%
-245.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | +1.0% | +18.0% | -16.9% | -6.6% |
| 3M | -8.9% | +11.5% | -20.4% | -13.7% |
| 6M | -2.3% | +21.1% | -23.4% | -11.8% |
| YTD | +9.7% | +12.8% | -3.1% | +1.5% |
| 1Y | +12.3% | +25.7% | -13.4% | -1.8% |
| 3Y | +71.5% | +116.8% | -45.3% | +10.8% |
| 5Y | +70.2% | +67.3% | +2.9% | +23.9% |
| All | +226.1% | +471.8% | -245.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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