+7.3%
C vs XLU
+633.0%
-625.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | +0.8% | +2.8% | +2.9% |
| 30D | +0.1% | -1.3% | +1.4% | +1.1% |
| 3M | +2.4% | -1.3% | +3.8% | +3.2% |
| 6M | +24.9% | -7.6% | +32.6% | +32.2% |
| YTD | +19.8% | +2.3% | +17.5% | +15.9% |
| 1Y | +44.9% | +5.8% | +39.1% | +35.8% |
| 3Y | +263.0% | +50.5% | +212.4% | +148.1% |
| 5Y | +129.5% | +44.1% | +85.4% | +58.2% |
| 10Y | +291.6% | +138.2% | +153.4% | +64.4% |
| All | +7.3% | +633.0% | -625.7% | -84.0% |
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