+35.8%
XLC vs EW
-14.5%
+50.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +4.9% | +11.0% | -6.1% | +2.2% |
| 30D | -5.8% | +19.1% | -24.9% | -9.9% |
| 3M | -5.4% | +14.4% | -19.8% | -8.8% |
| 6M | -10.2% | +22.8% | -32.9% | -15.0% |
| YTD | -10.2% | +19.8% | -30.0% | -14.8% |
| 1Y | -5.6% | +23.9% | -29.5% | -11.3% |
| 3Y | +61.0% | +52.2% | +8.8% | +34.1% |
| All | +35.8% | -14.5% | +50.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling