+35.8%
XLC vs D
+12.5%
+23.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +4.9% | +3.0% | +1.9% | +4.4% |
| 30D | -5.8% | +11.5% | -17.3% | -7.5% |
| 3M | -5.4% | +3.7% | -9.2% | -6.0% |
| 6M | -10.2% | +13.5% | -23.7% | -12.3% |
| YTD | -10.2% | +20.7% | -30.9% | -13.3% |
| 1Y | -5.6% | +18.2% | -23.8% | -8.6% |
| 3Y | +61.0% | +73.3% | -12.3% | +41.7% |
| All | +35.8% | +12.5% | +23.4% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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