+27.6%
F vs XLU
+633.0%
-605.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | +0.8% | +4.5% | +4.7% |
| 30D | +4.6% | -1.3% | +5.9% | +5.4% |
| 3M | -3.7% | -1.3% | -2.3% | -3.1% |
| 6M | +16.8% | -7.6% | +24.5% | +22.5% |
| YTD | +15.3% | +2.3% | +13.0% | +12.7% |
| 1Y | +31.0% | +5.8% | +25.2% | +24.9% |
| 3Y | +45.4% | +50.5% | -5.1% | +8.0% |
| 5Y | +54.7% | +44.1% | +10.5% | +17.9% |
| 10Y | +98.2% | +138.2% | -40.0% | +2.4% |
| All | +27.6% | +633.0% | -605.4% | -73.0% |
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