-23.4%
BITO vs XLU
+0.7%
-24.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | -1.9% | +2.6% | -4.6% | -2.2% |
| 30D | -6.7% | +9.1% | -15.8% | -8.0% |
| 3M | +23.1% | -0.4% | +23.5% | +23.4% |
| 6M | -2.0% | -4.7% | +2.6% | +0.4% |
| YTD | -11.4% | +4.3% | -15.7% | -15.8% |
| 1Y | -23.4% | +1.0% | -24.3% | -22.5% |
| All | -23.4% | +0.7% | -24.0% | -22.5% |
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