+250.2%
XLI vs NDAQ
+370.8%
-120.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.4% |
| 7D | -2.3% | -6.8% | +4.5% | +0.9% |
| 30D | -8.2% | -3.2% | -5.0% | -6.8% |
| 3M | +0.8% | +6.5% | -5.7% | -3.0% |
| 6M | +0.8% | +5.7% | -4.9% | -3.2% |
| YTD | +10.5% | -4.6% | +15.2% | +11.0% |
| 1Y | +14.1% | -1.6% | +15.7% | +12.4% |
| 3Y | +68.6% | +86.4% | -17.9% | +16.9% |
| 5Y | +80.4% | +50.3% | +30.1% | +37.2% |
| All | +250.2% | +370.8% | -120.7% | +44.2% |
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