+1,853.9%
TER vs XLU
+633.0%
+1,220.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | +0.8% | -0.2% | 0.0% |
| 30D | -8.3% | -1.3% | -6.9% | -7.3% |
| 3M | -12.2% | -1.3% | -10.9% | -12.0% |
| 6M | +17.1% | -7.6% | +24.7% | +23.8% |
| YTD | +84.7% | +2.3% | +82.4% | +81.1% |
| 1Y | +199.9% | +5.8% | +194.2% | +187.2% |
| 3Y | +232.8% | +50.5% | +182.2% | +140.4% |
| 5Y | +198.6% | +44.1% | +154.5% | +120.0% |
| 10Y | +1,669.7% | +138.2% | +1,531.5% | +725.7% |
| All | +1,853.9% | +633.0% | +1,220.9% | +227.1% |
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