+37.7%
XLC vs ALL
+118.4%
-80.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +1.0% | -1.5% | +2.5% | +1.3% |
| 3M | -0.7% | +23.6% | -24.3% | -5.2% |
| 6M | -5.1% | +22.3% | -27.5% | -9.3% |
| YTD | -4.3% | +26.5% | -30.8% | -9.3% |
| 1Y | -0.6% | +27.0% | -27.6% | -6.1% |
| 3Y | +72.7% | +149.6% | -76.9% | +36.2% |
| All | +37.7% | +118.4% | -80.8% | +12.6% |
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