+142.5%
XLC vs EW
+77.4%
+65.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +1.0% | +1.0% | 0.0% | +0.7% |
| 3M | -0.7% | +2.8% | -3.5% | -1.7% |
| 6M | -5.1% | +5.5% | -10.6% | -7.2% |
| YTD | -4.3% | +5.5% | -9.7% | -6.5% |
| 1Y | -0.6% | +11.0% | -11.6% | -4.7% |
| 3Y | +72.7% | +17.7% | +55.0% | +54.1% |
| 5Y | +38.0% | -25.7% | +63.7% | +43.3% |
| All | +142.5% | +77.4% | +65.0% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling