+69.7%
XLC vs BLK
+63.3%
+6.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.7% | -5.2% | +3.5% | +0.3% |
| 30D | +0.2% | -7.0% | +7.3% | +3.0% |
| 3M | +0.7% | +5.7% | -5.0% | -1.7% |
| 6M | -4.5% | +11.0% | -15.5% | -8.9% |
| YTD | -4.7% | +0.9% | -5.6% | -6.1% |
| 1Y | -1.5% | -1.6% | +0.1% | -2.1% |
| All | +69.7% | +63.3% | +6.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling