+142.5%
XLC vs A
+149.9%
-7.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | +1.0% | +6.9% | -5.9% | -1.7% |
| 3M | -0.7% | +9.2% | -9.9% | -4.6% |
| 6M | -5.1% | +25.7% | -30.8% | -14.7% |
| YTD | -4.3% | +11.5% | -15.8% | -9.8% |
| 1Y | -0.6% | +18.4% | -18.9% | -9.2% |
| 3Y | +72.7% | +26.6% | +46.1% | +46.4% |
| 5Y | +38.0% | -12.8% | +50.8% | +38.2% |
| All | +142.5% | +149.9% | -7.4% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling