+668.0%
BE vs XLU
+118.5%
+549.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.4% |
| 7D | +10.8% | +2.1% | +8.7% | +8.8% |
| 30D | -19.8% | +5.6% | -25.3% | -24.0% |
| 3M | -18.7% | +0.7% | -19.5% | -19.1% |
| 6M | -33.7% | -0.1% | -33.7% | -34.0% |
| YTD | +121.0% | +5.3% | +115.6% | +107.9% |
| 1Y | +85.4% | +2.2% | +83.3% | +80.3% |
| 3Y | +1,709.5% | +61.6% | +1,647.9% | +1,117.6% |
| 5Y | +462.2% | +53.6% | +408.6% | +302.4% |
| All | +668.0% | +118.5% | +549.4% | +548.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling