+142.5%
XLC vs NI
+121.9%
+20.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -0.8% | +2.0% | -2.9% | -1.5% |
| 30D | +1.0% | -3.5% | +4.6% | +2.2% |
| 3M | -0.7% | -9.1% | +8.4% | +2.1% |
| 6M | -5.1% | -11.8% | +6.7% | -1.6% |
| YTD | -4.3% | +1.1% | -5.4% | -5.2% |
| 1Y | -0.6% | +6.7% | -7.3% | -3.5% |
| 3Y | +72.7% | +71.1% | +1.6% | +41.1% |
| 5Y | +38.0% | +94.3% | -56.3% | +6.6% |
| All | +142.5% | +121.9% | +20.6% | +93.8% |
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