+37.8%
XLC vs NDAQ
+55.5%
-17.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +0.6% | -2.6% | +3.1% | +1.7% |
| 30D | +0.2% | +0.5% | -0.2% | 0.0% |
| 3M | +0.6% | +9.9% | -9.3% | -3.8% |
| 6M | -4.5% | +8.2% | -12.7% | -8.4% |
| YTD | -4.7% | -1.5% | -3.2% | -5.1% |
| 1Y | -1.7% | +1.3% | -3.0% | -3.6% |
| 3Y | +72.3% | +92.6% | -20.3% | +19.4% |
| 5Y | +37.8% | +53.8% | -16.1% | +1.8% |
| All | +37.8% | +55.5% | -17.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling