-5.5%
ETN vs XLU
+0.7%
-6.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.4% | -10.3% | -10.0% |
| 7D | -10.1% | +2.6% | -12.8% | -11.0% |
| 30D | -18.4% | +9.1% | -27.5% | -21.4% |
| 3M | -20.4% | -0.4% | -20.0% | -20.3% |
| 6M | -16.0% | -4.7% | -11.3% | -14.0% |
| YTD | +11.8% | +4.3% | +7.5% | +6.8% |
| 1Y | -5.5% | +1.0% | -6.5% | -8.0% |
| All | -5.5% | +0.7% | -6.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling