-18.7%
BE vs XLU
+1.1%
-19.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.7% |
| 7D | +10.8% | +2.1% | +8.7% | +7.7% |
| 30D | -19.8% | +5.6% | -25.3% | -26.4% |
| 3M | -18.7% | +0.7% | -19.5% | -13.3% |
| All | -18.7% | +1.1% | -19.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3mo: compounded portfolio wealth divided by compounded XLU 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…
3mo analysis · Full analysis span regression · Available span rolling