-45.2%
INTU vs XLU
+0.7%
-45.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.7% |
| 7D | +8.7% | +2.6% | +6.0% | +10.5% |
| 30D | +25.9% | +9.1% | +16.8% | +33.8% |
| 3M | +10.7% | -0.4% | +11.1% | +8.5% |
| 6M | -11.6% | -4.7% | -6.9% | -15.2% |
| YTD | -45.4% | +4.3% | -49.7% | -42.9% |
| 1Y | -45.2% | +1.0% | -46.2% | -43.3% |
| All | -45.2% | +0.7% | -45.9% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling