+194.2%
V vs XLC
+143.7%
+50.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.1% |
| 30D | +2.0% | +1.0% | +0.9% | +1.2% |
| 3M | +17.4% | -0.7% | +18.1% | +17.6% |
| 6M | +17.5% | -5.1% | +22.6% | +21.7% |
| YTD | +7.6% | -4.3% | +11.9% | +10.6% |
| 1Y | +7.7% | -0.6% | +8.3% | +7.4% |
| 3Y | +54.7% | +72.7% | -18.0% | -1.2% |
| 5Y | +73.0% | +38.0% | +35.1% | +34.2% |
| All | +194.2% | +143.7% | +50.5% | +23.6% |
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