+67.7%
V vs XLU
+43.5%
+24.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | +13.2% | -1.7% | +15.0% | +13.8% |
| 6M | +16.7% | -7.1% | +23.8% | +19.7% |
| YTD | +5.4% | +1.9% | +3.4% | +3.7% |
| 1Y | +7.7% | +6.1% | +1.5% | +3.9% |
| 3Y | +52.0% | +48.8% | +3.2% | +26.7% |
| 5Y | +67.7% | +43.8% | +23.9% | +41.7% |
| All | +67.7% | +43.5% | +24.3% | +41.7% |
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