+133.1%
XLC vs ES
+69.1%
+64.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -2.7% | +5.7% | -8.5% | -4.2% |
| 3M | -3.2% | -2.8% | -0.4% | -2.6% |
| 6M | -7.7% | +7.0% | -14.6% | -9.6% |
| YTD | -8.0% | +6.8% | -14.7% | -10.1% |
| 1Y | -3.1% | -0.5% | -2.6% | -3.8% |
| 3Y | +64.9% | +47.2% | +17.7% | +43.0% |
| 5Y | +39.5% | +2.3% | +37.3% | +35.0% |
| All | +133.1% | +69.1% | +64.1% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling