+12.3%
QQQ vs XLU
+0.7%
+11.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +1.0% |
| 7D | -4.6% | +2.6% | -7.3% | -4.5% |
| 30D | -8.5% | +9.1% | -17.6% | -8.4% |
| 3M | -4.3% | -0.4% | -3.9% | -4.3% |
| 6M | +3.1% | -4.7% | +7.7% | +3.4% |
| YTD | +13.0% | +4.3% | +8.7% | +11.4% |
| 1Y | +12.3% | +1.0% | +11.3% | +12.4% |
| All | +12.3% | +0.7% | +11.6% | +12.4% |
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