+1,265.7%
TER vs XLU
+654.8%
+610.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.8% |
| 7D | +14.4% | +2.1% | +12.2% | +12.7% |
| 30D | -30.6% | +5.6% | -36.1% | -33.5% |
| 3M | -39.2% | +0.7% | -39.9% | -39.7% |
| 6M | -31.3% | -0.1% | -31.2% | -31.9% |
| YTD | +29.1% | +5.3% | +23.8% | +23.5% |
| 1Y | +47.4% | +2.2% | +45.3% | +44.3% |
| 3Y | +191.2% | +61.6% | +129.6% | +100.0% |
| 5Y | +74.0% | +53.6% | +20.4% | +22.1% |
| 10Y | +1,005.1% | +162.3% | +842.8% | +377.1% |
| All | +1,265.7% | +654.8% | +610.8% | +123.0% |
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