+26.6%
XLI vs VG
-39.3%
+65.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.1% | +1.7% | -2.7% | -1.1% |
| 30D | -5.9% | +16.0% | -22.0% | -6.4% |
| 3M | -0.3% | +9.7% | -10.0% | -0.7% |
| 6M | +0.1% | +29.6% | -29.4% | -2.4% |
| YTD | +13.6% | +112.0% | -98.4% | +5.9% |
| 1Y | +17.2% | +12.8% | +4.4% | +14.3% |
| All | +26.6% | -39.3% | +65.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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