+68.7%
XLC vs BR
-5.1%
+73.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | -5.0% | +3.6% | 0.0% |
| 30D | -0.9% | -2.5% | +1.6% | -0.2% |
| 3M | -0.3% | +13.5% | -13.8% | -4.2% |
| 6M | -5.2% | -9.4% | +4.2% | -2.4% |
| YTD | -5.3% | -23.3% | +18.0% | +3.4% |
| 1Y | -2.8% | -31.6% | +28.8% | +11.0% |
| All | +68.7% | -5.1% | +73.8% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling