-3.3%
F vs XLU
+0.3%
-3.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +2.1% | +5.6% | -3.5% | +0.5% |
| 3M | -10.3% | +2.1% | -12.4% | -11.1% |
| 6M | +3.3% | -0.9% | +4.1% | +2.8% |
| YTD | -2.0% | +4.6% | -6.6% | -4.2% |
| All | -3.3% | +0.3% | -3.6% | -3.8% |
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