+40.3%
XLC vs BLK
+32.0%
+8.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | +0.5% | -3.3% | +3.8% | +2.1% |
| 30D | +2.1% | -6.5% | +8.6% | +5.4% |
| 3M | +0.7% | +6.7% | -6.1% | -2.9% |
| 6M | -3.2% | +14.7% | -17.9% | -10.3% |
| YTD | -3.8% | +2.5% | -6.3% | -6.3% |
| 1Y | -2.0% | -2.8% | +0.7% | -2.2% |
| 3Y | +71.4% | +65.9% | +5.5% | +24.1% |
| All | +40.3% | +32.0% | +8.3% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling