-5.8%
XLC vs BAX
+46.0%
-51.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.9% |
| 7D | +1.8% | +4.1% | -2.3% | +1.1% |
| 30D | -6.0% | +9.4% | -15.4% | -7.2% |
| 3M | -6.0% | -6.5% | +0.5% | -5.4% |
| 6M | -9.1% | +59.6% | -68.7% | -14.6% |
| YTD | -10.0% | +38.9% | -48.9% | -14.7% |
| 1Y | -5.8% | +48.0% | -53.8% | -11.6% |
| All | -5.8% | +46.0% | -51.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling