+30.8%
XLV vs XLC
+73.1%
-42.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -1.8% | +2.1% | -3.9% | -2.5% |
| 3M | +7.8% | +0.7% | +7.1% | +7.4% |
| 6M | +9.1% | -3.2% | +12.3% | +10.2% |
| YTD | +7.7% | -3.8% | +11.5% | +9.0% |
| 1Y | +20.4% | -2.0% | +22.4% | +20.9% |
| 3Y | +30.8% | +71.4% | -40.6% | +8.5% |
| All | +30.8% | +73.1% | -42.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling