-5.8%
XLC vs BEN
+56.2%
-62.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.3% |
| 7D | +1.8% | +6.7% | -5.0% | +0.2% |
| 30D | -6.0% | +3.0% | -9.0% | -6.7% |
| 3M | -6.0% | -4.3% | -1.7% | -5.2% |
| 6M | -9.1% | +16.4% | -25.4% | -12.3% |
| YTD | -10.0% | +46.8% | -56.8% | -18.4% |
| 1Y | -5.8% | +57.3% | -63.2% | -15.9% |
| All | -5.8% | +56.2% | -62.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling