+175.7%
ETN vs XLC
+37.9%
+137.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | +3.0% | -1.7% | +4.7% | +4.1% |
| 30D | -10.9% | +0.2% | -11.1% | -11.2% |
| 3M | +9.2% | +0.7% | +8.5% | +8.0% |
| 6M | +13.9% | -4.5% | +18.4% | +16.5% |
| YTD | +29.5% | -4.7% | +34.3% | +32.5% |
| 1Y | +14.2% | -1.5% | +15.7% | +14.2% |
| 3Y | +79.9% | +72.2% | +7.6% | +28.8% |
| 5Y | +175.7% | +39.3% | +136.4% | +123.1% |
| All | +175.7% | +37.9% | +137.8% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling