-29.9%
BITO vs XLU
+4.9%
-34.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +22.6% | -1.3% | +23.9% | +22.8% |
| 3M | +24.7% | -1.3% | +26.0% | +24.2% |
| 6M | +7.5% | -7.6% | +15.1% | +11.4% |
| YTD | -10.8% | +2.3% | -13.1% | -14.2% |
| 1Y | -29.9% | +5.8% | -35.7% | -30.0% |
| All | -29.9% | +4.9% | -34.8% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling