+136.0%
XLC vs USFR
+25.8%
+110.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | +0.1% | +3.7% | +3.7% |
| 30D | -1.9% | +0.4% | -2.3% | -2.1% |
| 3M | -3.1% | +1.1% | -4.2% | -3.6% |
| 6M | -6.4% | +2.0% | -8.4% | -7.3% |
| YTD | -6.8% | +3.5% | -10.3% | -8.5% |
| 1Y | -1.7% | +4.1% | -5.8% | -3.8% |
| 3Y | +64.7% | +14.4% | +50.3% | +55.4% |
| 5Y | +41.1% | +21.4% | +19.7% | +30.0% |
| All | +136.0% | +25.8% | +110.2% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling