+134.9%
XLI vs U
-32.9%
+167.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -1.5% | +24.4% | -25.9% | -3.3% |
| 30D | -0.3% | +7.4% | -7.7% | -1.1% |
| 3M | -8.4% | +16.8% | -25.1% | -9.8% |
| 6M | -2.1% | +78.8% | -80.8% | -7.1% |
| YTD | +9.6% | +14.0% | -4.3% | +6.6% |
| 1Y | +10.7% | +16.7% | -6.0% | +7.2% |
| 3Y | +71.6% | +86.4% | -14.8% | +53.9% |
| 5Y | +70.8% | -71.5% | +142.2% | +59.8% |
| All | +134.9% | -32.9% | +167.8% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling