+164.3%
EWY vs XLU
+4.9%
+159.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +0.8% | +4.0% | +4.6% |
| 30D | +11.7% | -1.3% | +13.0% | +12.1% |
| 3M | -7.4% | -1.3% | -6.1% | -7.6% |
| 6M | +40.6% | -7.6% | +48.2% | +46.8% |
| YTD | +94.3% | +2.3% | +92.0% | +92.5% |
| 1Y | +164.3% | +5.8% | +158.5% | +168.8% |
| All | +164.3% | +4.9% | +159.4% | +168.8% |
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