+134.0%
XLC vs NDAQ
+298.8%
-164.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | +6.2% | +2.9% | +3.4% | +4.9% |
| 30D | -2.4% | +17.5% | -19.9% | -9.7% |
| 3M | -3.3% | +15.4% | -18.8% | -10.0% |
| 6M | -7.3% | +24.6% | -31.9% | -17.2% |
| YTD | -7.6% | +14.4% | -22.0% | -14.8% |
| 1Y | -3.7% | +26.9% | -30.6% | -15.8% |
| 3Y | +62.9% | +119.8% | -56.9% | +5.5% |
| 5Y | +41.6% | +70.5% | -28.9% | +2.8% |
| All | +134.0% | +298.8% | -164.8% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling