+231.5%
V vs XLC
+128.7%
+102.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +2.2% | +4.9% | -2.7% | -1.4% |
| 30D | +13.6% | -5.8% | +19.4% | +18.6% |
| 3M | +14.3% | -5.4% | +19.7% | +18.8% |
| 6M | +33.1% | -10.2% | +43.3% | +43.4% |
| YTD | +21.2% | -10.2% | +31.4% | +30.3% |
| 1Y | +26.4% | -5.6% | +32.0% | +30.8% |
| 3Y | +77.6% | +61.0% | +16.6% | +19.7% |
| 5Y | +102.6% | +35.2% | +67.4% | +57.8% |
| All | +231.5% | +128.7% | +102.8% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling