-4.1%
XLC vs RF
+20.4%
-24.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -2.7% | +7.0% | -9.8% | -4.3% |
| 3M | -3.2% | -7.0% | +3.8% | -1.6% |
| 6M | -7.7% | +6.8% | -14.4% | -8.7% |
| YTD | -8.0% | +9.9% | -17.9% | -10.3% |
| All | -4.1% | +20.4% | -24.5% | -8.6% |
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