+39.3%
XLC vs DE
+97.0%
-57.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | +0.2% | +9.7% | -9.5% | -1.8% |
| 3M | +0.7% | +21.4% | -20.7% | -3.7% |
| 6M | -4.5% | +15.0% | -19.5% | -7.8% |
| YTD | -4.7% | +46.4% | -51.2% | -13.7% |
| 1Y | -1.5% | +45.6% | -47.1% | -10.8% |
| 3Y | +72.2% | +76.8% | -4.5% | +46.8% |
| 5Y | +39.3% | +99.4% | -60.1% | +12.1% |
| All | +39.3% | +97.0% | -57.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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