+818.4%
VOO vs XLU
+370.3%
+448.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -1.4% | -0.4% | -0.9% | -1.2% |
| 3M | +3.7% | -1.7% | +5.5% | +4.5% |
| 6M | +13.0% | -7.1% | +20.2% | +17.1% |
| YTD | +12.4% | +1.9% | +10.5% | +10.3% |
| 1Y | +18.6% | +6.1% | +12.5% | +13.6% |
| 3Y | +78.1% | +48.8% | +29.3% | +38.3% |
| 5Y | +82.3% | +43.8% | +38.5% | +43.3% |
| 10Y | +322.5% | +143.2% | +179.3% | +138.6% |
| All | +818.4% | +370.3% | +448.1% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling