+108.3%
V vs XLU
+52.9%
+55.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.9% | +2.1% | -1.2% | +0.1% |
| 30D | +9.0% | +5.6% | +3.4% | +6.8% |
| 3M | +16.7% | +0.7% | +16.0% | +16.3% |
| 6M | +33.4% | -0.1% | +33.5% | +33.2% |
| YTD | +22.4% | +5.3% | +17.0% | +18.8% |
| 1Y | +27.7% | +2.2% | +25.5% | +25.7% |
| 3Y | +78.0% | +61.6% | +16.4% | +43.0% |
| All | +108.3% | +52.9% | +55.4% | +70.5% |
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 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