+191.2%
TER vs XLC
+65.1%
+126.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.4% | -6.4% |
| 7D | +14.4% | +3.7% | +10.6% | +10.8% |
| 30D | -30.6% | -1.9% | -28.7% | -29.2% |
| 3M | -39.2% | -3.1% | -36.1% | -38.1% |
| 6M | -31.3% | -6.4% | -24.9% | -27.8% |
| YTD | +29.1% | -6.8% | +35.9% | +35.9% |
| 1Y | +47.4% | -1.7% | +49.1% | +44.1% |
| 3Y | +191.2% | +64.7% | +126.5% | +56.5% |
| All | +191.2% | +65.1% | +126.2% | +56.5% |
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