-42.8%
INTU vs XLU
+42.5%
-85.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -9.2% | -1.2% | -8.0% | -8.8% |
| 30D | -7.0% | -2.5% | -4.5% | -6.2% |
| 3M | +10.5% | -2.7% | +13.3% | +11.5% |
| 6M | -30.6% | -7.5% | -23.1% | -29.0% |
| YTD | -52.3% | +0.9% | -53.3% | -53.6% |
| 1Y | -51.8% | +3.3% | -55.1% | -53.8% |
| 3Y | -41.8% | +47.3% | -89.1% | -56.3% |
| 5Y | -42.8% | +44.4% | -87.2% | -55.7% |
| All | -42.8% | +42.5% | -85.3% | -55.7% |
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