+141.4%
XLC vs BR
+68.9%
+72.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | +0.6% | -5.9% | +6.5% | +3.4% |
| 30D | +0.2% | +1.9% | -1.7% | -0.8% |
| 3M | +0.6% | +14.7% | -14.0% | -6.1% |
| 6M | -4.5% | -12.8% | +8.3% | +1.0% |
| YTD | -4.7% | -23.0% | +18.3% | +6.6% |
| 1Y | -1.7% | -31.7% | +30.0% | +16.7% |
| 3Y | +72.3% | -4.8% | +77.0% | +69.2% |
| 5Y | +37.8% | +7.8% | +29.9% | +23.7% |
| All | +141.4% | +68.9% | +72.4% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling