+140.1%
GOOGL vs XLU
+42.8%
+97.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | -1.4% | -3.3% | +1.9% | -0.3% |
| 3M | -5.3% | -3.2% | -2.2% | -4.6% |
| 6M | +9.8% | -7.0% | +16.7% | +12.2% |
| YTD | +8.4% | +0.6% | +7.7% | +7.4% |
| 1Y | +41.2% | +2.4% | +38.8% | +39.0% |
| 3Y | +149.6% | +46.3% | +103.3% | +107.9% |
| All | +140.1% | +42.8% | +97.3% | +105.4% |
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