-80.8%
FIG vs XLU
+2.9%
-83.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | 0.0% |
| 7D | -12.2% | -1.2% | -11.0% | -12.8% |
| 30D | -11.0% | -2.5% | -8.4% | -12.3% |
| 3M | +11.9% | -2.7% | +14.6% | +10.4% |
| 6M | -21.9% | -7.5% | -14.5% | -23.1% |
| YTD | -40.8% | +0.9% | -41.7% | -41.7% |
| 1Y | -56.6% | +3.3% | -59.9% | -50.3% |
| All | -80.8% | +2.9% | -83.7% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling