-5.8%
XLC vs RF
+25.4%
-31.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +1.8% | +2.3% | -0.5% | +1.2% |
| 30D | -6.0% | +7.2% | -13.2% | -7.5% |
| 3M | -6.0% | -8.2% | +2.2% | -4.2% |
| 6M | -9.1% | +7.0% | -16.1% | -10.2% |
| YTD | -10.0% | +10.3% | -20.3% | -12.4% |
| 1Y | -5.8% | +25.1% | -30.9% | -11.1% |
| All | -5.8% | +25.4% | -31.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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