+262.7%
GE vs XLU
+48.9%
+213.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.2% |
| 7D | -1.2% | +0.6% | -1.9% | -1.5% |
| 30D | -11.3% | -0.4% | -10.8% | -11.1% |
| 3M | -1.4% | -1.7% | +0.3% | -0.7% |
| 6M | +1.2% | -7.1% | +8.3% | +4.9% |
| YTD | +5.9% | +1.9% | +4.0% | +4.3% |
| 1Y | +18.4% | +6.1% | +12.3% | +14.1% |
| All | +262.7% | +48.9% | +213.8% | +206.8% |
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