+12.3%
XLI vs U
+17.5%
-5.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.2% |
| 7D | +0.6% | +7.5% | -6.9% | +0.3% |
| 30D | -0.4% | -7.0% | +6.7% | -0.2% |
| 3M | -8.8% | +20.6% | -29.4% | -9.3% |
| 6M | -0.4% | +53.2% | -53.6% | -1.5% |
| YTD | +10.1% | -3.9% | +14.0% | +10.0% |
| 1Y | +12.3% | +18.4% | -6.1% | +10.3% |
| All | +12.3% | +17.5% | -5.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling