+1,036.1%
XLI vs NDAQ
+2,632.1%
-1,596.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +4.3% | +1.7% | +2.6% | +3.8% |
| 30D | +0.5% | +16.2% | -15.8% | -3.8% |
| 3M | -8.6% | +14.0% | -22.6% | -12.1% |
| 6M | -2.3% | +22.3% | -24.6% | -8.3% |
| YTD | +10.1% | +13.0% | -2.9% | +5.1% |
| 1Y | +11.0% | +24.0% | -13.0% | +3.1% |
| 3Y | +72.3% | +117.1% | -44.8% | +36.1% |
| 5Y | +70.8% | +67.5% | +3.3% | +43.8% |
| 10Y | +228.7% | +474.3% | -245.5% | +99.7% |
| All | +1,036.1% | +2,632.1% | -1,596.0% | +431.5% |
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