+64.7%
XLC vs BAX
-18.0%
+82.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | -1.9% | +4.1% | -6.0% | -2.5% |
| 3M | -3.1% | -4.5% | +1.4% | -2.6% |
| 6M | -6.4% | +49.2% | -55.6% | -11.6% |
| YTD | -6.8% | +35.2% | -42.1% | -11.5% |
| 1Y | -1.7% | +38.3% | -40.0% | -7.0% |
| 3Y | +64.7% | -19.0% | +83.7% | +62.3% |
| All | +64.7% | -18.0% | +82.7% | +62.3% |
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