+227.3%
XLI vs NDAQ
+472.7%
-245.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +4.3% | +1.7% | +2.6% | +3.5% |
| 30D | +0.5% | +16.2% | -15.8% | -6.5% |
| 3M | -8.6% | +14.0% | -22.6% | -14.3% |
| 6M | -2.3% | +22.3% | -24.6% | -12.2% |
| YTD | +10.1% | +13.0% | -2.9% | +1.8% |
| 1Y | +11.0% | +24.0% | -13.0% | -2.2% |
| 3Y | +72.3% | +117.1% | -44.8% | +11.3% |
| 5Y | +70.8% | +67.5% | +3.3% | +24.3% |
| All | +227.3% | +472.7% | -245.4% | +22.4% |
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