+43.2%
TER vs XLU
+0.7%
+42.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.3% | -7.0% |
| 7D | -19.9% | +2.6% | -22.5% | -21.0% |
| 30D | -43.5% | +9.1% | -52.6% | -46.9% |
| 3M | -37.8% | -0.4% | -37.4% | -37.0% |
| 6M | -25.6% | -4.7% | -20.9% | -21.7% |
| YTD | +29.8% | +4.3% | +25.5% | +22.4% |
| 1Y | +43.2% | +1.0% | +42.2% | +40.6% |
| All | +43.2% | +0.7% | +42.5% | +40.6% |
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 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