+78.9%
XLI vs VSXY
+37.7%
+41.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.2% |
| 7D | -0.6% | -10.7% | +10.1% | +0.4% |
| 30D | -6.9% | -24.3% | +17.3% | -4.6% |
| 3M | -1.9% | +1.0% | -2.9% | -2.5% |
| 6M | +1.0% | +57.4% | -56.3% | -5.2% |
| YTD | +11.3% | +39.8% | -28.5% | +5.3% |
| 1Y | +15.8% | +196.5% | -180.7% | +0.3% |
| 3Y | +69.8% | +357.2% | -287.4% | +32.1% |
| 5Y | +80.9% | +18.9% | +62.0% | +59.1% |
| All | +78.9% | +37.7% | +41.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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