+54.6%
TER vs XLC
+34.6%
+20.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.1% |
| 7D | -20.5% | +4.9% | -25.4% | -24.4% |
| 30D | -47.0% | -5.8% | -41.2% | -43.8% |
| 3M | -43.3% | -5.4% | -37.8% | -40.9% |
| 6M | -42.9% | -10.2% | -32.7% | -38.1% |
| YTD | +12.9% | -10.2% | +23.0% | +22.2% |
| 1Y | +18.2% | -5.6% | +23.8% | +21.0% |
| 3Y | +151.8% | +61.0% | +90.8% | +46.3% |
| All | +54.6% | +34.6% | +20.0% | +8.3% |
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