+59.2%
F vs XLC
+137.1%
-77.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | -2.1% | +3.5% | -5.6% | -4.8% |
| 30D | +3.3% | -2.6% | +5.9% | +5.3% |
| 3M | -11.3% | -2.1% | -9.2% | -10.2% |
| 6M | +5.3% | -5.5% | +10.8% | +9.6% |
| YTD | -2.2% | -6.9% | +4.7% | +2.9% |
| 1Y | -3.5% | -3.7% | +0.2% | -1.3% |
| 3Y | +49.5% | +64.2% | -14.7% | -2.5% |
| 5Y | -13.5% | +43.0% | -56.6% | -37.8% |
| All | +59.2% | +137.1% | -77.9% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling