-5.8%
XLC vs NDAQ
+28.8%
-34.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.0% |
| 7D | +1.8% | +3.9% | -2.2% | +1.1% |
| 30D | -6.0% | +19.0% | -25.0% | -9.0% |
| 3M | -6.0% | +17.6% | -23.6% | -8.9% |
| 6M | -9.1% | +21.0% | -30.1% | -12.5% |
| YTD | -10.0% | +14.1% | -24.1% | -13.0% |
| 1Y | -5.8% | +29.4% | -35.2% | -11.4% |
| All | -5.8% | +28.8% | -34.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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