+37.6%
XLC vs ETR
+122.8%
-85.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -0.9% | +2.0% | -2.9% | -1.3% |
| 3M | -0.3% | -1.7% | +1.4% | -0.1% |
| 6M | -5.2% | +3.6% | -8.8% | -6.3% |
| YTD | -5.3% | +18.0% | -23.4% | -9.5% |
| 1Y | -2.8% | +26.2% | -29.0% | -8.7% |
| 3Y | +71.2% | +148.0% | -76.8% | +32.5% |
| 5Y | +37.6% | +126.1% | -88.5% | +7.6% |
| All | +37.6% | +122.8% | -85.2% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling