+142.5%
XLC vs BAX
-59.8%
+202.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | +1.0% | -5.5% | +6.5% | +2.5% |
| 3M | -0.7% | +33.5% | -34.2% | -8.5% |
| 6M | -5.1% | +35.9% | -41.0% | -13.4% |
| YTD | -4.3% | +35.4% | -39.6% | -13.4% |
| 1Y | -0.6% | +9.8% | -10.3% | -5.1% |
| 3Y | +72.7% | -32.7% | +105.4% | +85.4% |
| 5Y | +38.0% | -65.6% | +103.5% | +91.6% |
| All | +142.5% | -59.8% | +202.3% | +203.3% |
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 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