+72.3%
XLC vs BAX
-32.5%
+104.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | +0.2% | -9.7% | +10.0% | +1.5% |
| 3M | +0.6% | +29.3% | -28.6% | -2.8% |
| 6M | -4.5% | +40.7% | -45.2% | -9.0% |
| YTD | -4.7% | +30.3% | -35.0% | -8.7% |
| 1Y | -1.7% | +3.4% | -5.0% | -3.2% |
| 3Y | +72.3% | -32.0% | +104.3% | +77.5% |
| All | +72.3% | -32.5% | +104.8% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling