+29.3%
V vs XLC
-5.6%
+34.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.4% | +2.3% |
| 7D | +9.0% | +1.8% | +7.2% | +8.1% |
| 30D | +18.1% | -6.0% | +24.0% | +21.2% |
| 3M | +18.3% | -6.0% | +24.4% | +21.5% |
| 6M | +34.1% | -9.1% | +43.2% | +39.8% |
| YTD | +25.2% | -10.0% | +35.3% | +31.4% |
| 1Y | +29.3% | -5.8% | +35.1% | +32.2% |
| All | +29.3% | -5.6% | +34.9% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling