+64.8%
BE vs XLC
-2.9%
+67.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.8% | +12.2% | +12.7% |
| 7D | +4.5% | +3.5% | +1.1% | +3.5% |
| 30D | -20.1% | -2.6% | -17.6% | -20.0% |
| 3M | -0.8% | -2.1% | +1.3% | -0.8% |
| 6M | -26.2% | -5.5% | -20.7% | -21.6% |
| YTD | +141.1% | -6.9% | +148.0% | +159.4% |
| 1Y | +64.8% | -3.7% | +68.6% | +53.4% |
| All | +64.8% | -2.9% | +67.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling