+40.3%
XLC vs ET
+241.8%
-201.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +2.1% | +2.9% | -0.8% | +1.2% |
| 3M | +0.7% | +16.8% | -16.1% | -4.2% |
| 6M | -3.2% | +18.9% | -22.1% | -8.7% |
| YTD | -3.8% | +37.7% | -41.5% | -13.7% |
| 1Y | -2.0% | +32.4% | -34.5% | -11.0% |
| 3Y | +71.4% | +99.5% | -28.1% | +33.9% |
| All | +40.3% | +241.8% | -201.4% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling