+1,683.6%
BE vs XLC
+64.0%
+1,619.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.5% | +9.6% |
| 7D | -1.2% | +7.1% | -8.3% | -7.1% |
| 30D | -30.9% | -2.7% | -28.1% | -28.9% |
| 3M | -11.6% | -3.2% | -8.4% | -9.3% |
| 6M | -25.7% | -7.7% | -18.1% | -20.4% |
| YTD | +123.1% | -8.0% | +131.1% | +138.8% |
| 1Y | +43.4% | -3.1% | +46.4% | +44.7% |
| 3Y | +1,683.6% | +64.9% | +1,618.7% | +765.1% |
| All | +1,683.6% | +64.0% | +1,619.7% | +765.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling