+527.6%
ETN vs XLC
+142.6%
+385.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.1% |
| 7D | +8.0% | +0.6% | +7.5% | +7.5% |
| 30D | -5.9% | +0.2% | -6.2% | -6.3% |
| 3M | +5.0% | +0.6% | +4.3% | +3.5% |
| 6M | +22.4% | -4.5% | +26.9% | +25.5% |
| YTD | +33.6% | -4.7% | +38.4% | +37.0% |
| 1Y | +22.1% | -1.7% | +23.8% | +22.1% |
| 3Y | +85.6% | +72.3% | +13.3% | +22.6% |
| 5Y | +179.2% | +37.8% | +141.5% | +119.3% |
| All | +527.6% | +142.6% | +385.0% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling