+134.0%
XLC vs B
+276.7%
-142.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.0% |
| 7D | +6.2% | +7.1% | -0.9% | +5.4% |
| 30D | -2.4% | -3.3% | +1.0% | -2.1% |
| 3M | -3.3% | -2.5% | -0.8% | -3.3% |
| 6M | -7.3% | -7.2% | -0.1% | -7.1% |
| YTD | -7.6% | -7.4% | -0.3% | -7.9% |
| 1Y | -3.7% | +16.4% | -20.1% | -6.6% |
| 3Y | +62.9% | +178.7% | -115.8% | +39.9% |
| 5Y | +41.6% | +121.7% | -80.1% | +23.0% |
| All | +134.0% | +276.7% | -142.7% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling