+63.7%
XLI vs U
-69.6%
+133.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.4% |
| 7D | -2.8% | +36.6% | -39.4% | -5.6% |
| 30D | -3.1% | +13.3% | -16.4% | -4.4% |
| 3M | -11.7% | +26.2% | -37.9% | -13.8% |
| 6M | -7.6% | +88.7% | -96.3% | -13.3% |
| YTD | +5.7% | +16.6% | -10.9% | +2.3% |
| 1Y | +7.8% | +29.0% | -21.1% | +3.1% |
| 3Y | +67.4% | +99.5% | -32.1% | +46.9% |
| All | +63.7% | -69.6% | +133.3% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling