+40.3%
EWY vs XLU
-7.6%
+47.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.1% |
| 30D | +9.3% | -2.5% | +11.8% | +9.1% |
| 3M | +2.4% | -2.7% | +5.2% | +1.9% |
| 6M | +40.3% | -7.5% | +47.7% | +45.3% |
| All | +40.3% | -7.6% | +47.9% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling