+135.0%
XLI vs U
-29.6%
+164.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.8% |
| 7D | +3.8% | +2.6% | +1.2% | +3.5% |
| 30D | +1.0% | +27.6% | -26.5% | -1.1% |
| 3M | -8.9% | +15.3% | -24.2% | -10.2% |
| 6M | -2.3% | +96.4% | -98.7% | -8.0% |
| YTD | +9.7% | +19.6% | -9.9% | +6.2% |
| 1Y | +12.3% | +42.1% | -29.8% | +7.0% |
| 3Y | +71.5% | +87.5% | -16.1% | +53.8% |
| 5Y | +70.2% | -73.1% | +143.3% | +59.0% |
| All | +135.0% | -29.6% | +164.6% | +109.9% |
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