+347.4%
XLI vs USFR
+27.5%
+319.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -5.9% | +0.3% | -6.2% | -6.0% |
| 3M | -0.3% | +1.0% | -1.3% | -0.6% |
| 6M | +0.1% | +1.9% | -1.8% | -0.5% |
| YTD | +13.6% | +2.6% | +11.0% | +12.5% |
| 1Y | +17.2% | +4.0% | +13.2% | +15.5% |
| 3Y | +68.2% | +14.1% | +54.1% | +60.4% |
| 5Y | +80.7% | +20.4% | +60.3% | +68.9% |
| 10Y | +253.3% | +28.0% | +225.3% | +224.5% |
| All | +347.4% | +27.5% | +319.9% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling