+41.6%
XLC vs BEN
+30.9%
+10.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +6.2% | +12.1% | -5.9% | +1.6% |
| 30D | -2.4% | +13.4% | -15.8% | -7.1% |
| 3M | -3.3% | +9.4% | -12.7% | -6.8% |
| 6M | -7.3% | +19.3% | -26.6% | -13.9% |
| YTD | -7.6% | +57.3% | -64.9% | -23.7% |
| 1Y | -3.7% | +69.1% | -72.8% | -22.9% |
| 3Y | +62.9% | +85.6% | -22.7% | +19.0% |
| 5Y | +41.6% | +32.9% | +8.7% | +19.5% |
| All | +41.6% | +30.9% | +10.7% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling