+301.1%
GE vs XLU
+633.0%
-331.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | -11.6% | -1.3% | -10.2% | -10.8% |
| 3M | +3.0% | -1.3% | +4.3% | +3.7% |
| 6M | -0.5% | -7.6% | +7.1% | +4.3% |
| YTD | +9.7% | +2.3% | +7.5% | +7.6% |
| 1Y | +20.0% | +5.8% | +14.3% | +15.0% |
| 3Y | +275.8% | +50.5% | +225.3% | +182.7% |
| 5Y | +429.1% | +44.1% | +385.0% | +304.0% |
| 10Y | +151.2% | +138.2% | +13.0% | +34.0% |
| All | +301.1% | +633.0% | -331.9% | -4.0% |
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