+135.8%
XLC vs EW
+108.8%
+27.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.2% |
| 7D | +3.5% | +6.5% | -3.0% | +1.5% |
| 30D | -2.6% | +22.5% | -25.0% | -8.6% |
| 3M | -2.1% | +13.0% | -15.1% | -5.9% |
| 6M | -5.5% | +37.1% | -42.6% | -14.7% |
| YTD | -6.9% | +24.1% | -31.0% | -13.7% |
| 1Y | -3.7% | +24.2% | -28.0% | -10.9% |
| 3Y | +64.2% | +64.8% | -0.6% | +30.1% |
| 5Y | +43.0% | -7.4% | +50.5% | +38.0% |
| All | +135.8% | +108.8% | +27.0% | +54.9% |
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