+72.2%
V vs XLC
+38.0%
+34.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.2% |
| 30D | +2.0% | +1.0% | +0.9% | +1.3% |
| 3M | +17.4% | -0.7% | +18.1% | +17.6% |
| 6M | +17.5% | -5.1% | +22.6% | +20.9% |
| YTD | +7.6% | -4.3% | +11.9% | +10.0% |
| 1Y | +7.7% | -0.6% | +8.3% | +7.6% |
| 3Y | +54.7% | +72.7% | -18.0% | +10.8% |
| All | +72.2% | +38.0% | +34.2% | +48.0% |
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