+141.3%
XLC vs USFR
+24.8%
+116.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | +0.2% | +0.3% | -0.1% | 0.0% |
| 3M | +0.7% | +1.0% | -0.3% | +0.2% |
| 6M | -4.5% | +1.9% | -6.4% | -5.4% |
| YTD | -4.7% | +2.7% | -7.4% | -6.0% |
| 1Y | -1.5% | +4.0% | -5.5% | -3.6% |
| 3Y | +72.2% | +14.1% | +58.2% | +62.7% |
| 5Y | +39.3% | +20.5% | +18.8% | +28.9% |
| All | +141.3% | +24.8% | +116.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling