+35.8%
XLC vs NDAQ
+60.8%
-24.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +4.9% | +0.8% | +4.1% | +4.5% |
| 30D | -5.8% | +16.5% | -22.3% | -12.0% |
| 3M | -5.4% | +13.5% | -18.9% | -10.7% |
| 6M | -10.2% | +20.9% | -31.1% | -17.9% |
| YTD | -10.2% | +11.4% | -21.6% | -15.3% |
| 1Y | -5.6% | +25.9% | -31.5% | -16.4% |
| 3Y | +61.0% | +119.9% | -58.9% | +4.5% |
| All | +35.8% | +60.8% | -24.9% | -0.9% |
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