+889.2%
XLV vs XLI
+1,101.3%
-212.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.8% |
| 7D | -3.6% | -1.7% | -1.9% | -2.6% |
| 30D | -1.8% | -7.3% | +5.4% | +2.6% |
| 3M | +7.8% | -1.3% | +9.1% | +8.2% |
| 6M | +9.1% | +2.2% | +6.9% | +7.0% |
| YTD | +7.7% | +11.7% | -4.0% | 0.0% |
| 1Y | +20.4% | +14.3% | +6.2% | +10.1% |
| 3Y | +30.8% | +70.3% | -39.6% | -6.9% |
| 5Y | +34.6% | +82.3% | -47.7% | -8.9% |
| 10Y | +173.4% | +258.4% | -85.0% | +18.8% |
| All | +889.2% | +1,101.3% | -212.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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