+143.7%
XLC vs BR
+68.0%
+75.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.5% | -3.0% | +3.5% | +1.9% |
| 30D | +2.1% | -0.3% | +2.4% | +2.1% |
| 3M | +0.7% | +17.3% | -16.6% | -7.1% |
| 6M | -3.2% | -6.7% | +3.5% | -0.9% |
| YTD | -3.8% | -23.4% | +19.6% | +7.9% |
| 1Y | -2.0% | -32.7% | +30.6% | +17.1% |
| 3Y | +71.4% | -5.9% | +77.3% | +69.3% |
| 5Y | +40.7% | +8.4% | +32.2% | +26.0% |
| All | +143.7% | +68.0% | +75.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling