+230.3%
V vs XLC
+134.8%
+95.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.5% |
| 7D | -0.4% | +3.1% | -3.4% | -2.6% |
| 30D | +6.3% | -4.2% | +10.5% | +9.6% |
| 3M | +17.2% | -2.1% | +19.3% | +18.7% |
| 6M | +29.2% | -6.6% | +35.9% | +35.2% |
| YTD | +20.8% | -7.8% | +28.6% | +27.3% |
| 1Y | +25.0% | -4.1% | +29.1% | +27.8% |
| 3Y | +75.3% | +62.6% | +12.7% | +17.3% |
| 5Y | +105.8% | +39.6% | +66.2% | +56.3% |
| All | +230.3% | +134.8% | +95.5% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling