+142.5%
XLC vs ES
+70.9%
+71.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +1.0% | -2.0% | +3.0% | +1.5% |
| 3M | -0.7% | +1.7% | -2.4% | -1.3% |
| 6M | -5.1% | -3.5% | -1.6% | -4.5% |
| YTD | -4.3% | +7.9% | -12.2% | -6.6% |
| 1Y | -0.6% | +17.2% | -17.7% | -5.7% |
| 3Y | +72.7% | +29.3% | +43.4% | +56.1% |
| 5Y | +38.0% | -5.7% | +43.7% | +37.3% |
| All | +142.5% | +70.9% | +71.6% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling