+139.9%
XLC vs BAX
-62.1%
+202.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -1.4% | -5.1% | +3.7% | -0.1% |
| 30D | -0.9% | -12.2% | +11.3% | +2.5% |
| 3M | -0.3% | +21.8% | -22.1% | -5.9% |
| 6M | -5.2% | +36.3% | -41.5% | -13.6% |
| YTD | -5.3% | +27.8% | -33.1% | -13.1% |
| 1Y | -2.8% | -0.1% | -2.8% | -4.9% |
| 3Y | +71.2% | -33.3% | +104.5% | +83.1% |
| 5Y | +37.6% | -67.1% | +104.7% | +92.8% |
| All | +139.9% | -62.1% | +202.0% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling