+64.7%
XLC vs ALL
+117.7%
-53.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | +5.0% | -1.3% | +3.0% |
| 30D | -1.9% | +13.3% | -15.2% | -3.6% |
| 3M | -3.1% | +3.2% | -6.3% | -3.6% |
| 6M | -6.4% | +25.3% | -31.7% | -9.4% |
| YTD | -6.8% | +30.5% | -37.3% | -10.6% |
| 1Y | -1.7% | +29.2% | -30.9% | -5.5% |
| 3Y | +64.7% | +119.1% | -54.4% | +56.6% |
| All | +64.7% | +117.7% | -53.0% | +56.6% |
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 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