+1,251.0%
BE vs XLC
+37.3%
+1,213.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +10.2% |
| 7D | +29.8% | +0.6% | +29.2% | +28.7% |
| 30D | +26.4% | +0.2% | +26.1% | +25.4% |
| 3M | +9.3% | +0.6% | +8.7% | +5.6% |
| 6M | +105.1% | -4.5% | +109.6% | +113.2% |
| YTD | +219.0% | -4.7% | +223.8% | +230.0% |
| 1Y | +418.8% | -1.7% | +420.4% | +417.8% |
| 3Y | +1,784.6% | +72.3% | +1,712.3% | +774.8% |
| 5Y | +1,251.0% | +37.8% | +1,213.2% | +942.7% |
| All | +1,251.0% | +37.3% | +1,213.7% | +942.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling