+9.2%
F vs XLU
+650.6%
-641.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | +2.9% | +5.7% | -2.9% | -1.0% |
| 3M | -9.5% | +1.2% | -10.6% | -10.3% |
| 6M | +4.0% | -0.7% | +4.7% | +4.1% |
| YTD | -1.3% | +4.7% | -6.0% | -5.1% |
| 1Y | -1.9% | +0.4% | -2.4% | -3.1% |
| 3Y | +53.5% | +59.6% | -6.1% | +9.6% |
| 5Y | -15.1% | +52.9% | -68.1% | -37.7% |
| 10Y | +81.0% | +153.5% | -72.5% | -10.3% |
| All | +9.2% | +650.6% | -641.3% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling