+37.6%
XLC vs A
-16.2%
+53.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.4% | -4.4% | +3.0% | -0.1% |
| 30D | -0.9% | -2.7% | +1.8% | -0.2% |
| 3M | -0.3% | +7.0% | -7.4% | -2.8% |
| 6M | -5.2% | +24.6% | -29.8% | -12.7% |
| YTD | -5.3% | +7.0% | -12.3% | -8.3% |
| 1Y | -2.8% | +15.6% | -18.4% | -8.9% |
| 3Y | +71.2% | +29.9% | +41.3% | +46.4% |
| 5Y | +37.6% | -15.4% | +53.0% | +34.0% |
| All | +37.6% | -16.2% | +53.8% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling