-4.2%
C vs XLU
+649.5%
-653.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | -0.4% | +0.7% | -1.1% | -0.9% |
| 30D | -5.2% | +5.6% | -10.8% | -9.4% |
| 3M | -9.1% | +2.1% | -11.2% | -10.9% |
| 6M | -1.6% | -0.9% | -0.7% | -1.6% |
| YTD | +6.9% | +4.6% | +2.4% | +1.3% |
| 1Y | +23.0% | +0.3% | +22.6% | +20.5% |
| 3Y | +216.1% | +58.6% | +157.6% | +107.1% |
| 5Y | +112.2% | +51.5% | +60.8% | +40.3% |
| 10Y | +208.8% | +159.4% | +49.4% | +20.6% |
| All | -4.2% | +649.5% | -653.7% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling