-12.8%
BKNG vs XLU
+4.9%
-17.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | -6.0% | +0.8% | -6.8% | -5.8% |
| 30D | -6.6% | -1.3% | -5.3% | -6.9% |
| 3M | +15.7% | -1.3% | +17.0% | +15.5% |
| 6M | +14.1% | -7.6% | +21.8% | +11.5% |
| YTD | -9.3% | +2.3% | -11.6% | -9.0% |
| 1Y | -12.8% | +5.8% | -18.5% | -11.2% |
| All | -12.8% | +4.9% | -17.7% | -11.2% |
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