+35.8%
XLC vs RF
+42.5%
-6.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | -0.9% | +5.8% | +5.2% |
| 30D | -5.8% | +6.0% | -11.8% | -7.6% |
| 3M | -5.4% | -8.9% | +3.5% | -2.8% |
| 6M | -10.2% | +2.3% | -12.5% | -11.1% |
| YTD | -10.2% | +7.6% | -17.7% | -12.8% |
| 1Y | -5.6% | +21.2% | -26.8% | -11.9% |
| 3Y | +61.0% | +108.5% | -47.5% | +22.6% |
| All | +35.8% | +42.5% | -6.7% | +16.0% |
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