+71.7%
TER vs XLU
+52.9%
+18.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +14.4% | +2.1% | +12.2% | +13.1% |
| 30D | -30.6% | +5.6% | -36.1% | -32.8% |
| 3M | -39.2% | +0.7% | -39.9% | -39.5% |
| 6M | -31.3% | -0.1% | -31.2% | -31.7% |
| YTD | +29.1% | +5.3% | +23.8% | +24.9% |
| 1Y | +47.4% | +2.2% | +45.3% | +45.2% |
| 3Y | +191.2% | +61.6% | +129.6% | +120.7% |
| All | +71.7% | +52.9% | +18.8% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling