+39.6%
XLC vs B
+110.9%
-71.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.6% |
| 7D | +3.1% | -6.2% | +9.3% | +3.8% |
| 30D | -4.2% | -6.6% | +2.4% | -3.6% |
| 3M | -2.1% | -7.9% | +5.7% | -1.5% |
| 6M | -6.6% | -16.8% | +10.2% | -5.2% |
| YTD | -7.8% | -11.7% | +3.9% | -7.7% |
| 1Y | -4.1% | +3.5% | -7.6% | -6.1% |
| 3Y | +62.6% | +165.7% | -103.1% | +35.6% |
| 5Y | +39.6% | +108.4% | -68.8% | +20.6% |
| All | +39.6% | +110.9% | -71.3% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling