+136.0%
XLC vs EW
+111.5%
+24.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +3.7% | +4.9% | -1.2% | +2.2% |
| 30D | -1.9% | +23.9% | -25.9% | -8.3% |
| 3M | -3.1% | +15.8% | -18.9% | -7.6% |
| 6M | -6.4% | +31.7% | -38.0% | -14.4% |
| YTD | -6.8% | +25.7% | -32.5% | -14.0% |
| 1Y | -1.7% | +24.4% | -26.1% | -9.0% |
| 3Y | +64.7% | +65.9% | -1.2% | +30.3% |
| 5Y | +41.1% | -7.6% | +48.7% | +36.4% |
| All | +136.0% | +111.5% | +24.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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