+39.6%
XLC vs D
+12.4%
+27.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | +3.1% | -3.1% | +6.1% | +3.6% |
| 30D | -4.2% | +8.4% | -12.6% | -5.5% |
| 3M | -2.1% | +0.2% | -2.4% | -2.2% |
| 6M | -6.6% | +9.5% | -16.1% | -8.2% |
| YTD | -7.8% | +18.8% | -26.6% | -10.8% |
| 1Y | -4.1% | +14.7% | -18.8% | -6.7% |
| 3Y | +62.6% | +72.9% | -10.3% | +42.8% |
| 5Y | +39.6% | +13.1% | +26.5% | +38.2% |
| All | +39.6% | +12.4% | +27.3% | +38.2% |
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