+68.5%
XLI vs USFR
+14.1%
+54.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.2% |
| 30D | -8.2% | +0.3% | -8.5% | -7.8% |
| 3M | +0.8% | +1.0% | -0.2% | +1.9% |
| 6M | +0.8% | +1.9% | -1.1% | +2.3% |
| YTD | +10.5% | +2.7% | +7.9% | +11.7% |
| 1Y | +14.1% | +4.0% | +10.1% | +14.4% |
| All | +68.5% | +14.1% | +54.5% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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