+132.0%
C vs XLU
+43.5%
+88.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.3% |
| 7D | +2.6% | +0.6% | +1.9% | +2.3% |
| 30D | +1.9% | -0.4% | +2.3% | +2.1% |
| 3M | +2.8% | -1.7% | +4.5% | +3.4% |
| 6M | +30.6% | -7.1% | +37.7% | +34.5% |
| YTD | +19.9% | +1.9% | +17.9% | +17.6% |
| 1Y | +44.6% | +6.1% | +38.4% | +38.7% |
| 3Y | +272.1% | +48.8% | +223.4% | +199.6% |
| 5Y | +132.0% | +43.8% | +88.2% | +94.3% |
| All | +132.0% | +43.5% | +88.5% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling