+112.5%
NET vs XLU
+44.2%
+68.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +0.8% | -7.8% | -7.3% |
| 30D | -4.8% | -1.3% | -3.5% | -4.3% |
| 3M | +3.8% | -1.3% | +5.2% | +4.1% |
| 6M | +50.0% | -7.6% | +57.7% | +54.6% |
| YTD | +41.5% | +2.3% | +39.2% | +37.4% |
| 1Y | +32.8% | +5.8% | +27.1% | +26.3% |
| 3Y | +335.9% | +50.5% | +285.3% | +222.8% |
| All | +112.5% | +44.2% | +68.2% | +72.6% |
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