+142.5%
XLC vs ALL
+239.6%
-97.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.8% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +1.0% | -1.5% | +2.5% | +1.5% |
| 3M | -0.7% | +23.6% | -24.3% | -7.8% |
| 6M | -5.1% | +22.3% | -27.5% | -11.8% |
| YTD | -4.3% | +26.5% | -30.8% | -12.3% |
| 1Y | -0.6% | +27.0% | -27.6% | -9.3% |
| 3Y | +72.7% | +149.6% | -76.9% | +19.2% |
| 5Y | +38.0% | +118.1% | -80.1% | -1.9% |
| All | +142.5% | +239.6% | -97.1% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling