+64.7%
XLC vs ETR
+155.2%
-90.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.7% | +1.2% | +2.6% | +3.6% |
| 30D | -1.9% | +7.0% | -8.9% | -2.6% |
| 3M | -3.1% | +4.6% | -7.7% | -3.6% |
| 6M | -6.4% | +0.1% | -6.5% | -6.4% |
| YTD | -6.8% | +23.2% | -30.0% | -9.8% |
| 1Y | -1.7% | +20.6% | -22.3% | -4.5% |
| 3Y | +64.7% | +156.3% | -91.6% | +44.9% |
| All | +64.7% | +155.2% | -90.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling