+133.1%
XLC vs ALL
+232.0%
-98.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +7.1% | -3.9% | +10.9% | +8.4% |
| 30D | -2.7% | +10.6% | -13.4% | -6.0% |
| 3M | -3.2% | -4.6% | +1.4% | -2.0% |
| 6M | -7.7% | +20.2% | -27.8% | -13.8% |
| YTD | -8.0% | +23.7% | -31.7% | -15.3% |
| 1Y | -3.1% | +27.9% | -30.9% | -11.9% |
| 3Y | +64.9% | +109.2% | -44.3% | +21.8% |
| 5Y | +39.5% | +148.0% | -108.5% | -6.9% |
| All | +133.1% | +232.0% | -98.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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