+43.5%
F vs XLC
+60.5%
-17.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | +1.6% | +4.9% | -3.3% | -1.8% |
| 30D | +2.6% | -5.8% | +8.5% | +7.0% |
| 3M | -8.8% | -5.4% | -3.4% | -5.4% |
| 6M | +4.6% | -10.2% | +14.8% | +12.9% |
| YTD | -1.9% | -10.2% | +8.3% | +5.7% |
| 1Y | -0.8% | -5.6% | +4.9% | +2.9% |
| 3Y | +43.5% | +61.0% | -17.5% | -5.4% |
| All | +43.5% | +60.5% | -17.0% | -5.4% |
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 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