+72.4%
XLI vs U
+9.8%
+62.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.1% | -3.8% | +2.8% | -0.7% |
| 30D | -5.9% | +17.5% | -23.4% | -7.3% |
| 3M | -0.3% | +38.7% | -39.0% | -3.2% |
| 6M | +0.1% | +104.4% | -104.3% | -6.4% |
| YTD | +13.6% | -5.7% | +19.3% | +13.0% |
| 1Y | +17.2% | +3.7% | +13.5% | +14.5% |
| All | +72.4% | +9.8% | +62.6% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling