+379.9%
CSCO vs XLU
+140.5%
+239.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +2.7% | -1.6% | +4.3% | +3.5% |
| 30D | -9.5% | -3.3% | -6.2% | -8.0% |
| 3M | -7.6% | -3.2% | -4.5% | -6.4% |
| 6M | +44.9% | -7.0% | +51.8% | +49.3% |
| YTD | +47.7% | +0.6% | +47.1% | +45.7% |
| 1Y | +69.1% | +2.4% | +66.6% | +64.9% |
| 3Y | +113.5% | +46.3% | +67.3% | +69.7% |
| 5Y | +122.8% | +44.0% | +78.8% | +77.3% |
| All | +379.9% | +140.5% | +239.5% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling