+1,802.9%
TER vs XLU
+141.2%
+1,661.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.0% |
| 7D | +9.4% | -1.2% | +10.6% | +10.1% |
| 30D | -2.4% | -2.5% | +0.1% | -1.0% |
| 3M | +6.5% | -2.7% | +9.3% | +7.8% |
| 6M | +23.2% | -7.5% | +30.6% | +28.5% |
| YTD | +91.5% | +0.9% | +90.5% | +90.3% |
| 1Y | +214.8% | +3.3% | +211.5% | +209.2% |
| 3Y | +275.3% | +47.3% | +228.0% | +200.3% |
| 5Y | +211.9% | +44.4% | +167.5% | +151.4% |
| All | +1,802.9% | +141.2% | +1,661.7% | +1,213.0% |
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 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