+142.5%
XLC vs ET
+156.3%
-13.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +1.0% | +7.5% | -6.4% | -0.8% |
| 3M | -0.7% | +11.4% | -12.1% | -3.5% |
| 6M | -5.1% | +18.5% | -23.7% | -9.5% |
| YTD | -4.3% | +37.4% | -41.7% | -12.1% |
| 1Y | -0.6% | +30.9% | -31.5% | -7.7% |
| 3Y | +72.7% | +98.7% | -26.0% | +43.2% |
| 5Y | +38.0% | +230.7% | -192.7% | +0.4% |
| All | +142.5% | +156.3% | -13.8% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling