+133.6%
XLC vs BEN
+60.1%
+73.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | +3.1% | +11.3% | -8.2% | -0.7% |
| 30D | -4.2% | +15.0% | -19.2% | -8.8% |
| 3M | -2.1% | +7.8% | -10.0% | -4.9% |
| 6M | -6.6% | +15.5% | -22.1% | -11.5% |
| YTD | -7.8% | +55.4% | -63.2% | -21.6% |
| 1Y | -4.1% | +63.3% | -67.4% | -19.9% |
| 3Y | +62.6% | +83.4% | -20.8% | +26.3% |
| 5Y | +39.6% | +28.1% | +11.6% | +20.3% |
| All | +133.6% | +60.1% | +73.4% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling