+73.6%
XLC vs ALL
+155.4%
-81.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | +1.0% | -1.5% | +2.5% | +1.2% |
| 3M | -0.7% | +23.6% | -24.3% | -3.8% |
| 6M | -5.1% | +22.3% | -27.5% | -8.0% |
| YTD | -4.3% | +26.5% | -30.8% | -7.8% |
| 1Y | -0.6% | +27.0% | -27.6% | -4.3% |
| All | +73.6% | +155.4% | -81.8% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling