-3.7%
XLC vs BEN
+68.9%
-72.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | +7.2% | -3.7% | +1.6% |
| 30D | -2.6% | +14.1% | -16.7% | -5.8% |
| 3M | -2.1% | +9.9% | -12.0% | -4.5% |
| 6M | -5.5% | +17.4% | -22.9% | -9.3% |
| YTD | -6.9% | +57.3% | -64.2% | -17.8% |
| 1Y | -3.7% | +66.9% | -70.7% | -16.7% |
| All | -3.7% | +68.9% | -72.6% | -16.7% |
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