+37.7%
XLC vs RF
+89.8%
-52.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +1.3% | -2.2% | -1.2% |
| 30D | +1.0% | -3.6% | +4.7% | +2.2% |
| 3M | -0.7% | +8.1% | -8.8% | -3.1% |
| 6M | -5.1% | +11.5% | -16.6% | -8.5% |
| YTD | -4.3% | +15.6% | -19.9% | -9.0% |
| 1Y | -0.6% | +15.7% | -16.2% | -5.7% |
| 3Y | +72.7% | +86.9% | -14.2% | +37.5% |
| All | +37.7% | +89.8% | -52.1% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling