-2.1%
XLC vs ETR
+26.4%
-28.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -0.9% | +2.0% | -2.9% | -0.9% |
| 3M | -0.3% | -1.7% | +1.4% | -0.4% |
| 6M | -5.2% | +3.6% | -8.8% | -5.4% |
| YTD | -5.3% | +18.0% | -23.4% | -7.2% |
| All | -2.1% | +26.4% | -28.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling