+230.3%
XLI vs RF
+220.9%
+9.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | -1.3% | +2.2% | +1.5% |
| 30D | +1.1% | +4.6% | -3.6% | -0.8% |
| 3M | -7.7% | -8.4% | +0.8% | -4.5% |
| 6M | -1.8% | +8.9% | -10.7% | -5.4% |
| YTD | +11.1% | +8.8% | +2.3% | +6.7% |
| 1Y | +12.1% | +18.9% | -6.8% | +3.8% |
| 3Y | +73.8% | +116.0% | -42.1% | +23.8% |
| 5Y | +73.8% | +46.0% | +27.7% | +40.3% |
| All | +230.3% | +220.9% | +9.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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