+27.1%
V vs XLC
-3.7%
+30.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.2% |
| 7D | -0.8% | +7.1% | -7.9% | -3.7% |
| 30D | +9.5% | -2.7% | +12.3% | +10.8% |
| 3M | +16.7% | -3.2% | +19.9% | +18.3% |
| 6M | +32.9% | -7.7% | +40.6% | +37.8% |
| YTD | +21.1% | -8.0% | +29.1% | +26.0% |
| All | +27.1% | -3.7% | +30.8% | +28.6% |
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