+374.9%
V vs XLU
+141.2%
+233.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | -3.0% | -1.2% | -1.9% | -2.5% |
| 30D | +1.2% | -2.5% | +3.8% | +2.5% |
| 3M | +13.9% | -2.7% | +16.7% | +15.4% |
| 6M | +17.2% | -7.5% | +24.7% | +21.5% |
| YTD | +5.3% | +0.9% | +4.4% | +3.7% |
| 1Y | +9.5% | +3.3% | +6.2% | +6.3% |
| 3Y | +51.9% | +47.3% | +4.6% | +19.3% |
| 5Y | +69.6% | +44.4% | +25.2% | +32.8% |
| All | +374.9% | +141.2% | +233.7% | +204.5% |
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