+80.9%
XLI vs U
-67.7%
+148.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -0.6% | +4.4% | -4.9% | -1.0% |
| 30D | -6.9% | -1.3% | -5.6% | -6.9% |
| 3M | -1.9% | +49.6% | -51.5% | -5.7% |
| 6M | +1.0% | +100.2% | -99.2% | -5.8% |
| YTD | +11.3% | -3.7% | +15.0% | +9.9% |
| 1Y | +15.8% | -6.5% | +22.3% | +14.0% |
| 3Y | +69.8% | +12.9% | +56.9% | +57.4% |
| 5Y | +80.9% | -68.3% | +149.2% | +72.9% |
| All | +80.9% | -67.7% | +148.6% | +72.9% |
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 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