+70.3%
T vs XLU
+140.5%
-70.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +1.5% | -1.6% | +3.1% | +2.4% |
| 30D | +7.5% | -3.3% | +10.8% | +9.4% |
| 3M | +14.8% | -3.2% | +18.0% | +16.9% |
| 6M | -1.7% | -7.0% | +5.2% | +2.0% |
| YTD | +8.7% | +0.6% | +8.1% | +8.0% |
| 1Y | -7.5% | +2.4% | -9.9% | -9.2% |
| 3Y | +110.2% | +46.3% | +64.0% | +67.6% |
| 5Y | +71.6% | +44.0% | +27.7% | +36.5% |
| All | +70.3% | +140.5% | -70.2% | +6.6% |
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 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