+532.4%
ETN vs XLC
+145.0%
+387.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.2% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | -7.5% | +2.1% | -9.6% | -9.1% |
| 3M | +8.3% | +0.7% | +7.6% | +6.8% |
| 6M | +20.2% | -3.2% | +23.4% | +22.0% |
| YTD | +34.7% | -3.8% | +38.5% | +37.0% |
| 1Y | +19.4% | -2.0% | +21.5% | +19.9% |
| 3Y | +85.5% | +71.4% | +14.2% | +23.1% |
| 5Y | +186.6% | +40.7% | +145.9% | +121.3% |
| All | +532.4% | +145.0% | +387.4% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling