+136.0%
XLC vs NI
+148.5%
-12.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +3.7% | +4.3% | -0.6% | +2.4% |
| 30D | -1.9% | +12.4% | -14.3% | -5.6% |
| 3M | -3.1% | +10.2% | -13.3% | -6.2% |
| 6M | -6.4% | -0.8% | -5.6% | -6.5% |
| YTD | -6.8% | +13.2% | -20.1% | -11.1% |
| 1Y | -1.7% | +10.1% | -11.8% | -5.4% |
| 3Y | +64.7% | +103.1% | -38.4% | +27.3% |
| 5Y | +41.1% | +115.5% | -74.5% | +5.5% |
| All | +136.0% | +148.5% | -12.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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