+38.5%
XLC vs BR
+7.6%
+30.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | -5.0% | +3.6% | +0.7% |
| 30D | -0.9% | -2.5% | +1.6% | 0.0% |
| 3M | -0.3% | +13.5% | -13.8% | -6.1% |
| 6M | -5.2% | -9.4% | +4.2% | -1.5% |
| YTD | -5.3% | -23.3% | +18.0% | +6.2% |
| 1Y | -2.8% | -31.6% | +28.8% | +15.3% |
| 3Y | +71.2% | -5.1% | +76.3% | +67.0% |
| All | +38.5% | +7.6% | +30.9% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling