-3.7%
XLC vs A
+22.0%
-25.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +6.2% | +1.4% | +4.9% | +6.1% |
| 30D | -2.4% | +4.3% | -6.7% | -2.8% |
| 3M | -3.3% | +19.8% | -23.1% | -5.1% |
| 6M | -7.3% | +54.4% | -61.7% | -11.7% |
| YTD | -7.6% | +31.7% | -39.3% | -9.9% |
| 1Y | -3.7% | +22.4% | -26.1% | -4.4% |
| All | -3.7% | +22.0% | -25.7% | -4.4% |
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