+133.6%
XLC vs NDAQ
+293.9%
-160.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.3% |
| 30D | -4.2% | +16.2% | -20.4% | -10.9% |
| 3M | -2.1% | +14.0% | -16.1% | -8.3% |
| 6M | -6.6% | +22.3% | -28.9% | -15.9% |
| YTD | -7.8% | +13.0% | -20.8% | -14.4% |
| 1Y | -4.1% | +24.0% | -28.1% | -15.2% |
| 3Y | +62.6% | +117.1% | -54.5% | +5.9% |
| 5Y | +39.6% | +67.5% | -27.9% | +2.2% |
| All | +133.6% | +293.9% | -160.3% | +3.6% |
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