+126.6%
XLC vs RF
+112.9%
+13.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | +3.1% | -1.6% | +4.7% | +3.6% |
| 30D | -6.5% | +5.0% | -11.6% | -7.9% |
| 3M | -5.6% | -10.0% | +4.4% | -2.8% |
| 6M | -9.2% | +3.3% | -12.6% | -10.3% |
| YTD | -10.6% | +7.9% | -18.5% | -13.0% |
| 1Y | -6.9% | +21.2% | -28.1% | -12.5% |
| 3Y | +59.9% | +105.8% | -45.9% | +26.7% |
| 5Y | +34.7% | +43.7% | -9.1% | +15.9% |
| All | +126.6% | +112.9% | +13.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling