+1,564.8%
QQQ vs XLU
+682.8%
+882.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +1.0% | +0.6% | +0.4% | +0.6% |
| 30D | -0.6% | -0.4% | -0.2% | -0.5% |
| 3M | +1.3% | -1.7% | +3.1% | +2.0% |
| 6M | +18.1% | -7.1% | +25.3% | +22.4% |
| YTD | +16.9% | +1.9% | +14.9% | +14.5% |
| 1Y | +24.0% | +6.1% | +17.9% | +18.5% |
| 3Y | +95.6% | +48.8% | +46.9% | +51.1% |
| 5Y | +94.5% | +43.8% | +50.7% | +52.0% |
| 10Y | +571.7% | +143.2% | +428.5% | +267.9% |
| All | +1,564.8% | +682.8% | +882.0% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling