+39.3%
XLC vs BBY
-1.6%
+40.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.7% | +0.7% | -2.3% | -1.8% |
| 30D | +0.2% | +5.8% | -5.6% | -1.3% |
| 3M | +0.7% | +18.0% | -17.3% | -3.5% |
| 6M | -4.5% | +39.8% | -44.3% | -12.8% |
| YTD | -4.7% | +35.4% | -40.1% | -12.7% |
| 1Y | -1.5% | +21.4% | -22.9% | -7.5% |
| 3Y | +72.2% | +39.5% | +32.7% | +47.5% |
| 5Y | +39.3% | -0.5% | +39.8% | +22.6% |
| All | +39.3% | -1.6% | +40.9% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling