+269.3%
C vs XLU
+51.6%
+217.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +3.2% | +2.1% | +1.1% | +2.3% |
| 30D | +1.3% | -0.4% | +1.7% | +1.4% |
| 3M | +3.1% | +0.5% | +2.6% | +2.7% |
| 6M | +29.6% | -5.8% | +35.4% | +32.6% |
| YTD | +19.0% | +3.1% | +15.8% | +15.7% |
| 1Y | +45.6% | +8.1% | +37.5% | +37.8% |
| 3Y | +269.3% | +50.5% | +218.7% | +184.5% |
| All | +269.3% | +51.6% | +217.7% | +184.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling