+1,072.0%
XLI vs NDAQ
+2,327.9%
-1,255.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -1.1% | -2.4% | +1.4% | -0.4% |
| 30D | -5.9% | +2.5% | -8.4% | -6.6% |
| 3M | -0.3% | +9.9% | -10.2% | -3.3% |
| 6M | +0.1% | +9.4% | -9.3% | -3.1% |
| YTD | +13.6% | +0.4% | +13.2% | +12.2% |
| 1Y | +17.2% | +4.0% | +13.2% | +14.5% |
| 3Y | +68.2% | +94.4% | -26.2% | +37.1% |
| 5Y | +80.7% | +56.7% | +24.0% | +55.1% |
| 10Y | +253.3% | +375.3% | -122.0% | +126.0% |
| All | +1,072.0% | +2,327.9% | -1,255.9% | +467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling