+135.8%
XLC vs BAX
-59.1%
+194.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -2.6% | +6.3% | -8.9% | -4.3% |
| 3M | -2.1% | -4.6% | +2.5% | -1.2% |
| 6M | -5.5% | +50.4% | -55.9% | -16.0% |
| YTD | -6.9% | +38.0% | -44.9% | -16.4% |
| 1Y | -3.7% | +44.6% | -48.3% | -14.9% |
| 3Y | +64.2% | -15.1% | +79.3% | +62.2% |
| 5Y | +43.0% | -63.3% | +106.3% | +93.6% |
| All | +135.8% | -59.1% | +194.9% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling