+228.0%
XLI vs P
+691.2%
-463.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.5% | -13.3% | +11.8% | +0.7% |
| 30D | -0.3% | -34.0% | +33.7% | +6.4% |
| 3M | -8.4% | +4.1% | -12.4% | -10.4% |
| 6M | -2.1% | +30.5% | -32.6% | -9.3% |
| YTD | +9.6% | +52.2% | -42.5% | -2.2% |
| 1Y | +10.7% | +10.3% | +0.4% | +3.4% |
| 3Y | +71.6% | +180.9% | -109.3% | +24.9% |
| 5Y | +70.8% | +259.7% | -188.9% | +13.9% |
| 10Y | +228.0% | +652.6% | -424.7% | +76.9% |
| All | +228.0% | +691.2% | -463.2% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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