+49.9%
F vs XLC
+65.2%
-15.3%
-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 | +1.0% | +6.2% | -5.3% | -3.2% |
| 30D | +2.1% | -2.4% | +4.5% | +3.8% |
| 3M | -10.3% | -3.3% | -6.9% | -8.3% |
| 6M | +3.3% | -7.3% | +10.6% | +9.0% |
| YTD | -2.0% | -7.6% | +5.6% | +3.5% |
| 1Y | -2.3% | -3.7% | +1.4% | -0.1% |
| 3Y | +49.9% | +62.9% | -13.0% | -0.2% |
| All | +49.9% | +65.2% | -15.3% | -0.2% |
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