+37.8%
XLC vs BEN
+42.4%
-4.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.6% | +4.7% | -4.1% | -1.1% |
| 30D | +0.2% | +2.6% | -2.4% | -0.8% |
| 3M | +0.6% | +11.5% | -10.8% | -3.6% |
| 6M | -4.5% | +35.3% | -39.8% | -15.3% |
| YTD | -4.7% | +48.6% | -53.4% | -18.8% |
| 1Y | -1.7% | +46.7% | -48.3% | -16.0% |
| 3Y | +72.3% | +57.0% | +15.3% | +38.2% |
| 5Y | +37.8% | +41.8% | -4.1% | +11.3% |
| All | +37.8% | +42.4% | -4.6% | +11.3% |
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