+1,218.2%
BE vs XLU
+42.5%
+1,175.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -2.8% |
| 7D | +9.7% | -1.2% | +10.9% | +11.5% |
| 30D | +22.4% | -2.5% | +24.9% | +26.7% |
| 3M | +10.4% | -2.7% | +13.1% | +12.5% |
| 6M | +67.9% | -7.5% | +75.3% | +82.1% |
| YTD | +197.5% | +0.9% | +196.6% | +186.7% |
| 1Y | +310.6% | +3.3% | +307.3% | +288.3% |
| 3Y | +1,657.2% | +47.3% | +1,609.9% | +1,027.4% |
| 5Y | +1,218.2% | +44.4% | +1,173.7% | +846.1% |
| All | +1,218.2% | +42.5% | +1,175.7% | +846.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling