+138.5%
XLI vs U
-43.3%
+181.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -0.6% | +4.4% | -4.9% | -0.9% |
| 30D | -6.9% | -1.3% | -5.6% | -6.9% |
| 3M | -1.9% | +49.6% | -51.5% | -5.3% |
| 6M | +1.0% | +100.2% | -99.2% | -5.1% |
| YTD | +11.3% | -3.7% | +15.0% | +10.0% |
| 1Y | +15.8% | -6.5% | +22.3% | +14.1% |
| 3Y | +69.8% | +12.9% | +56.9% | +58.7% |
| 5Y | +80.9% | -68.3% | +149.2% | +71.1% |
| All | +138.5% | -43.3% | +181.8% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling