+16.1%
JPM vs XLU
+0.7%
+15.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.1% |
| 7D | +3.8% | +2.6% | +1.1% | +3.2% |
| 30D | +6.5% | +9.1% | -2.6% | +4.5% |
| 3M | -1.0% | -0.4% | -0.6% | -1.1% |
| 6M | +15.5% | -4.7% | +20.2% | +16.1% |
| YTD | +11.4% | +4.3% | +7.1% | +9.1% |
| 1Y | +16.1% | +1.0% | +15.1% | +15.7% |
| All | +16.1% | +0.7% | +15.4% | +15.7% |
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 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