-20.7%
TLT vs XLU
+140.5%
-161.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | -1.1% | -3.3% | +2.2% | -1.0% |
| 3M | -4.9% | -3.2% | -1.7% | -4.8% |
| 6M | -5.0% | -7.0% | +1.9% | -4.8% |
| YTD | -4.4% | +0.6% | -5.0% | -4.3% |
| 1Y | -6.4% | +2.4% | -8.8% | -6.4% |
| 3Y | -2.0% | +46.3% | -48.2% | -2.3% |
| 5Y | -35.0% | +44.0% | -79.0% | -34.9% |
| All | -20.7% | +140.5% | -161.2% | -25.5% |
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