+84.1%
F vs XLU
+136.4%
-52.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.2% |
| 30D | -2.9% | -0.4% | -2.4% | -2.7% |
| 3M | -9.1% | -1.7% | -7.3% | -8.3% |
| 6M | +12.9% | -7.1% | +20.1% | +17.4% |
| YTD | +6.1% | +1.9% | +4.1% | +4.0% |
| 1Y | +22.5% | +6.1% | +16.4% | +17.1% |
| 3Y | +32.1% | +48.8% | -16.7% | +1.5% |
| 5Y | +43.7% | +43.8% | -0.1% | +13.0% |
| 10Y | +84.1% | +143.2% | -59.1% | +25.4% |
| All | +84.1% | +136.4% | -52.3% | +25.4% |
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