+43.0%
XLC vs RF
+45.4%
-2.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | -1.3% | +4.8% | +3.9% |
| 30D | -2.6% | +4.6% | -7.2% | -4.0% |
| 3M | -2.1% | -8.4% | +6.4% | +0.6% |
| 6M | -5.5% | +8.9% | -14.3% | -8.2% |
| YTD | -6.9% | +8.8% | -15.7% | -10.0% |
| 1Y | -3.7% | +18.9% | -22.6% | -9.6% |
| 3Y | +64.2% | +116.0% | -51.8% | +23.6% |
| 5Y | +43.0% | +46.0% | -3.0% | +20.9% |
| All | +43.0% | +45.4% | -2.4% | +20.9% |
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