+134.0%
XLC vs A
+195.1%
-61.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.9% |
| 7D | +6.2% | +1.4% | +4.9% | +5.7% |
| 30D | -2.4% | +4.3% | -6.7% | -4.1% |
| 3M | -3.3% | +19.8% | -23.1% | -10.2% |
| 6M | -7.3% | +54.4% | -61.7% | -23.0% |
| YTD | -7.6% | +31.7% | -39.3% | -18.6% |
| 1Y | -3.7% | +22.4% | -26.1% | -12.6% |
| 3Y | +62.9% | +67.7% | -4.8% | +22.3% |
| 5Y | +41.6% | +15.7% | +25.9% | +24.9% |
| All | +134.0% | +195.1% | -61.1% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling