+71.4%
XLC vs BBY
+42.8%
+28.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +2.1% | +9.4% | -7.3% | +0.6% |
| 3M | +0.7% | +19.3% | -18.6% | -2.3% |
| 6M | -3.2% | +47.9% | -51.1% | -9.6% |
| YTD | -3.8% | +39.6% | -43.4% | -9.5% |
| 1Y | -2.0% | +22.2% | -24.2% | -5.8% |
| 3Y | +71.4% | +45.0% | +26.4% | +56.2% |
| All | +71.4% | +42.8% | +28.6% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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