-5.8%
XLC vs A
+24.4%
-30.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +1.8% | -2.4% | +4.1% | +2.0% |
| 30D | -6.0% | +3.6% | -9.5% | -6.3% |
| 3M | -6.0% | +27.5% | -33.5% | -8.3% |
| 6M | -9.1% | +58.5% | -67.5% | -13.7% |
| YTD | -10.0% | +31.2% | -41.2% | -12.2% |
| 1Y | -5.8% | +22.2% | -28.0% | -6.7% |
| All | -5.8% | +24.4% | -30.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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