+37.7%
XLC vs P
+276.6%
-239.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.8% | +6.5% | -7.4% | -1.8% |
| 30D | +1.0% | +18.8% | -17.8% | -1.9% |
| 3M | -0.7% | +26.7% | -27.4% | -5.1% |
| 6M | -5.1% | +62.2% | -67.3% | -13.9% |
| YTD | -4.3% | +48.5% | -52.8% | -12.5% |
| 1Y | -0.6% | +26.4% | -27.0% | -8.1% |
| 3Y | +72.7% | +159.4% | -86.7% | +25.6% |
| All | +37.7% | +276.6% | -239.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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