+303.5%
EWY vs XLU
+140.5%
+163.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -1.6% | +1.5% | +0.7% |
| 30D | +7.3% | -3.3% | +10.6% | +9.0% |
| 3M | -5.1% | -3.2% | -2.0% | -3.9% |
| 6M | +42.1% | -7.0% | +49.0% | +46.4% |
| YTD | +94.1% | +0.6% | +93.5% | +92.6% |
| 1Y | +147.8% | +2.4% | +145.4% | +143.4% |
| 3Y | +222.9% | +46.3% | +176.7% | +161.9% |
| 5Y | +150.6% | +44.0% | +106.7% | +102.1% |
| All | +303.5% | +140.5% | +163.0% | +150.8% |
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 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