+590.9%
JPM vs XLU
+140.5%
+450.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.7% | -1.6% | +0.9% | +0.2% |
| 30D | -2.5% | -3.3% | +0.9% | -0.7% |
| 3M | +14.1% | -3.2% | +17.3% | +15.9% |
| 6M | +25.1% | -7.0% | +32.0% | +29.6% |
| YTD | +12.1% | +0.6% | +11.5% | +10.9% |
| 1Y | +18.8% | +2.4% | +16.4% | +16.3% |
| 3Y | +163.4% | +46.3% | +117.2% | +108.0% |
| 5Y | +156.5% | +44.0% | +112.6% | +101.4% |
| All | +590.9% | +140.5% | +450.4% | +417.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling