-83.2%
FIG vs XLU
+7.4%
-90.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +3.0% |
| 7D | +3.4% | +2.1% | +1.3% | +4.2% |
| 30D | -9.5% | +5.6% | -15.0% | -7.3% |
| 3M | -26.2% | +0.7% | -26.9% | -26.6% |
| 6M | +2.7% | -0.1% | +2.7% | +2.5% |
| YTD | -48.0% | +5.3% | -53.3% | -48.1% |
| 1Y | -52.0% | +2.2% | -54.2% | -51.9% |
| All | -83.2% | +7.4% | -90.5% | -81.9% |
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