+139.9%
XLC vs A
+139.8%
+0.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -1.4% | -4.4% | +3.0% | +0.3% |
| 30D | -0.9% | -2.7% | +1.8% | 0.0% |
| 3M | -0.3% | +7.0% | -7.4% | -3.5% |
| 6M | -5.2% | +24.6% | -29.8% | -14.5% |
| YTD | -5.3% | +7.0% | -12.3% | -9.3% |
| 1Y | -2.8% | +15.6% | -18.4% | -10.6% |
| 3Y | +71.2% | +29.9% | +41.3% | +42.6% |
| 5Y | +37.6% | -15.4% | +53.0% | +39.1% |
| All | +139.9% | +139.8% | +0.1% | +33.9% |
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