+43.0%
XLC vs RUN
-83.2%
+126.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | +0.5% |
| 7D | +3.5% | +3.2% | +0.3% | +3.1% |
| 30D | -2.6% | +19.5% | -22.1% | -4.1% |
| 3M | -2.1% | -9.6% | +7.5% | -1.7% |
| 6M | -5.5% | -37.3% | +31.8% | -3.0% |
| YTD | -6.9% | -50.7% | +43.8% | -4.1% |
| 1Y | -3.7% | -54.1% | +50.3% | -0.4% |
| 3Y | +64.2% | -3.9% | +68.1% | +39.8% |
| 5Y | +43.0% | -84.4% | +127.4% | +48.1% |
| All | +43.0% | -83.2% | +126.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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