+12.1%
XLI vs U
+17.1%
-5.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +0.9% | +16.9% | -16.0% | +0.6% |
| 30D | +1.1% | +6.4% | -5.3% | +1.0% |
| 3M | -7.7% | +13.2% | -20.9% | -7.9% |
| 6M | -1.8% | +84.8% | -86.6% | -3.2% |
| YTD | +11.1% | +12.4% | -1.3% | +10.9% |
| 1Y | +12.1% | +19.8% | -7.7% | +11.2% |
| All | +12.1% | +17.1% | -5.0% | +11.2% |
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