+37.5%
F vs XLU
+51.6%
-14.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.7% |
| 7D | +1.2% | +2.1% | -0.9% | 0.0% |
| 30D | +1.2% | -0.4% | +1.6% | +1.3% |
| 3M | -5.7% | +0.5% | -6.1% | -6.3% |
| 6M | +17.9% | -5.8% | +23.7% | +21.6% |
| YTD | +10.4% | +3.1% | +7.3% | +7.1% |
| 1Y | +25.3% | +8.1% | +17.2% | +17.7% |
| 3Y | +37.5% | +50.5% | -13.1% | -3.7% |
| All | +37.5% | +51.6% | -14.1% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling