-2.0%
XLC vs BR
-31.7%
+29.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.5% | -3.0% | +3.5% | +1.0% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +0.7% | +17.3% | -16.6% | -1.4% |
| 6M | -3.2% | -6.7% | +3.5% | -3.5% |
| YTD | -3.8% | -23.4% | +19.6% | -1.7% |
| 1Y | -2.0% | -32.7% | +30.6% | +3.1% |
| All | -2.0% | -31.7% | +29.6% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling