+69.9%
XLI vs VOO
+72.6%
-2.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +3.8% | +2.6% | +1.2% | +1.5% |
| 30D | +1.0% | -2.0% | +3.0% | +2.8% |
| 3M | -8.9% | -2.8% | -6.1% | -6.7% |
| 6M | -2.3% | +2.2% | -4.5% | -4.2% |
| YTD | +9.7% | +11.5% | -1.8% | -0.4% |
| 1Y | +12.3% | +13.5% | -1.2% | +0.5% |
| 3Y | +71.5% | +78.1% | -6.6% | +3.8% |
| All | +69.9% | +72.6% | -2.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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