+1,008.9%
BE vs XLU
+114.0%
+894.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.8% | +8.8% |
| 7D | +29.8% | +2.1% | +27.7% | +27.5% |
| 30D | +26.4% | -0.4% | +26.8% | +27.1% |
| 3M | +9.3% | +0.5% | +8.9% | +7.8% |
| 6M | +105.1% | -5.8% | +110.9% | +115.1% |
| YTD | +219.0% | +3.1% | +215.9% | +206.0% |
| 1Y | +418.8% | +8.1% | +410.6% | +380.8% |
| 3Y | +1,784.6% | +50.5% | +1,734.0% | +1,249.5% |
| 5Y | +1,251.0% | +44.7% | +1,206.3% | +909.2% |
| All | +1,008.9% | +114.0% | +894.9% | +854.7% |
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