+61.0%
XLC vs B
+165.5%
-104.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.9% | +9.6% | -4.7% | +4.1% |
| 30D | -5.8% | +3.5% | -9.3% | -6.1% |
| 3M | -5.4% | -1.6% | -3.9% | -5.5% |
| 6M | -10.2% | -1.7% | -8.5% | -10.4% |
| YTD | -10.2% | -5.3% | -4.8% | -10.6% |
| 1Y | -5.6% | +27.2% | -32.8% | -8.7% |
| 3Y | +61.0% | +166.1% | -105.1% | +42.5% |
| All | +61.0% | +165.5% | -104.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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