+41.6%
XLC vs USFR
+21.4%
+20.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +6.2% | +0.1% | +6.2% | +6.2% |
| 30D | -2.4% | +0.4% | -2.8% | -2.6% |
| 3M | -3.3% | +1.1% | -4.4% | -3.9% |
| 6M | -7.3% | +2.1% | -9.4% | -8.3% |
| YTD | -7.6% | +3.4% | -11.1% | -9.3% |
| 1Y | -3.7% | +4.1% | -7.8% | -5.8% |
| 3Y | +62.9% | +14.4% | +48.5% | +56.6% |
| 5Y | +41.6% | +21.4% | +20.3% | +39.3% |
| All | +41.6% | +21.4% | +20.3% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling