+139.9%
XLC vs NDAQ
+240.4%
-100.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.2% |
| 7D | -1.4% | -1.6% | +0.2% | -0.7% |
| 30D | -0.9% | -1.5% | +0.6% | -0.3% |
| 3M | -0.3% | +8.0% | -8.4% | -4.4% |
| 6M | -5.2% | +7.7% | -12.9% | -9.3% |
| YTD | -5.3% | -2.3% | -3.0% | -5.5% |
| 1Y | -2.8% | +0.6% | -3.4% | -4.8% |
| 3Y | +71.2% | +90.9% | -19.7% | +18.4% |
| 5Y | +37.6% | +52.5% | -14.9% | +5.1% |
| All | +139.9% | +240.4% | -100.5% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling