+68.7%
XLC vs ET
+97.4%
-28.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.4% | +0.6% | -2.1% | -1.6% |
| 30D | -0.9% | +5.3% | -6.2% | -2.3% |
| 3M | -0.3% | +15.6% | -16.0% | -4.4% |
| 6M | -5.2% | +20.6% | -25.8% | -10.5% |
| YTD | -5.3% | +38.5% | -43.8% | -14.7% |
| 1Y | -2.8% | +35.7% | -38.5% | -12.0% |
| All | +68.7% | +97.4% | -28.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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