-1.7%
XLC vs EW
+25.9%
-27.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +3.7% | +4.9% | -1.2% | +2.9% |
| 30D | -1.9% | +23.9% | -25.9% | -5.0% |
| 3M | -3.1% | +15.8% | -18.9% | -5.2% |
| 6M | -6.4% | +31.7% | -38.0% | -10.2% |
| YTD | -6.8% | +25.7% | -32.5% | -9.6% |
| 1Y | -1.7% | +24.4% | -26.1% | -4.3% |
| All | -1.7% | +25.9% | -27.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling