+141.4%
XLC vs BG
+124.2%
+17.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.4% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | +0.2% | +15.0% | -14.8% | -2.8% |
| 3M | +0.6% | -0.7% | +1.3% | +0.4% |
| 6M | -4.5% | +7.5% | -12.0% | -6.7% |
| YTD | -4.7% | +41.6% | -46.3% | -12.9% |
| 1Y | -1.7% | +50.7% | -52.3% | -11.8% |
| 3Y | +72.3% | +20.3% | +52.0% | +60.8% |
| 5Y | +37.8% | +85.2% | -47.5% | +9.7% |
| All | +141.4% | +124.2% | +17.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling