+148.7%
EWY vs XLU
+42.8%
+106.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -1.6% | +1.5% | +0.5% |
| 30D | +7.3% | -3.3% | +10.6% | +8.7% |
| 3M | -5.1% | -3.2% | -2.0% | -4.2% |
| 6M | +42.1% | -7.0% | +49.0% | +45.7% |
| YTD | +94.1% | +0.6% | +93.5% | +92.9% |
| 1Y | +147.8% | +2.4% | +145.4% | +144.3% |
| 3Y | +222.9% | +46.3% | +176.7% | +173.0% |
| All | +148.7% | +42.8% | +106.0% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling