+558.6%
QQQ vs XLU
+140.5%
+418.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -1.6% | +1.0% | +0.2% |
| 30D | -1.2% | -3.3% | +2.1% | +0.3% |
| 3M | -0.2% | -3.2% | +3.0% | +1.0% |
| 6M | +17.9% | -7.0% | +24.9% | +21.3% |
| YTD | +16.6% | +0.6% | +16.0% | +15.3% |
| 1Y | +23.0% | +2.4% | +20.5% | +20.4% |
| 3Y | +92.9% | +46.3% | +46.7% | +56.2% |
| 5Y | +95.6% | +44.0% | +51.6% | +58.9% |
| All | +558.6% | +140.5% | +418.1% | +346.2% |
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