-35.1%
TLT vs XLU
+42.5%
-77.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -1.3% | -2.5% | +1.2% | -0.8% |
| 3M | -3.7% | -2.7% | -1.0% | -3.2% |
| 6M | -6.4% | -7.5% | +1.1% | -4.8% |
| YTD | -4.5% | +0.9% | -5.4% | -4.8% |
| 1Y | -5.9% | +3.3% | -9.2% | -6.8% |
| 3Y | -2.8% | +47.3% | -50.1% | -12.0% |
| 5Y | -35.1% | +44.4% | -79.5% | -40.2% |
| All | -35.1% | +42.5% | -77.6% | -40.2% |
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