+41.6%
XLC vs BAX
-62.5%
+104.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +6.2% | +3.6% | +2.6% | +5.5% |
| 30D | -2.4% | +8.5% | -10.9% | -3.9% |
| 3M | -3.3% | -4.9% | +1.5% | -2.6% |
| 6M | -7.3% | +47.0% | -54.3% | -14.2% |
| YTD | -7.6% | +38.4% | -46.1% | -14.4% |
| 1Y | -3.7% | +49.1% | -52.8% | -12.2% |
| 3Y | +62.9% | -14.9% | +77.8% | +61.6% |
| 5Y | +41.6% | -63.1% | +104.8% | +77.2% |
| All | +41.6% | -62.5% | +104.2% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling