+71.4%
XLC vs NYT
+56.2%
+15.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +2.1% | +4.6% | -2.5% | +1.1% |
| 3M | +0.7% | -9.6% | +10.3% | +2.5% |
| 6M | -3.2% | -14.0% | +10.8% | -0.7% |
| YTD | -3.8% | -2.8% | -1.0% | -4.2% |
| 1Y | -2.0% | +15.6% | -17.6% | -6.5% |
| 3Y | +71.4% | +56.3% | +15.0% | +46.6% |
| All | +71.4% | +56.2% | +15.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling