+35.8%
XLC vs ALL
+143.1%
-107.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.3% |
| 7D | +4.9% | -1.9% | +6.8% | +5.3% |
| 30D | -5.8% | +13.8% | -19.6% | -8.4% |
| 3M | -5.4% | -7.0% | +1.6% | -4.2% |
| 6M | -10.2% | +18.0% | -28.2% | -13.6% |
| YTD | -10.2% | +24.2% | -34.4% | -14.8% |
| 1Y | -5.6% | +31.2% | -36.8% | -11.7% |
| 3Y | +61.0% | +107.5% | -46.5% | +32.6% |
| All | +35.8% | +143.1% | -107.2% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling