+32.6%
NET vs XLU
+51.6%
-19.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -16.4% | +2.6% | -19.0% | -17.3% |
| 30D | -25.8% | +9.1% | -35.0% | -28.7% |
| 3M | -11.5% | -0.4% | -11.1% | -11.6% |
| 6M | +18.9% | -4.7% | +23.6% | +21.0% |
| YTD | +35.2% | +4.3% | +30.9% | +29.9% |
| 1Y | +14.5% | +1.0% | +13.5% | +12.0% |
| 3Y | +313.8% | +54.2% | +259.6% | +201.0% |
| 5Y | +32.6% | +52.2% | -19.6% | +10.5% |
| All | +32.6% | +51.6% | -19.0% | +10.5% |
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 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