+67.4%
XLI vs RF
+104.8%
-37.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | -3.1% | +6.0% | -9.1% | -5.2% |
| 3M | -11.7% | -8.9% | -2.8% | -8.7% |
| 6M | -7.6% | +2.3% | -9.9% | -8.7% |
| YTD | +5.7% | +7.6% | -1.9% | +2.0% |
| 1Y | +7.8% | +21.2% | -13.3% | -0.7% |
| 3Y | +67.4% | +108.5% | -41.1% | +30.6% |
| All | +67.4% | +104.8% | -37.4% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling