+75.7%
VTI vs XLU
+47.0%
+28.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | -1.4% | -3.3% | +1.9% | -0.4% |
| 3M | +3.6% | -3.2% | +6.7% | +4.5% |
| 6M | +13.6% | -7.0% | +20.6% | +16.0% |
| YTD | +12.9% | +0.6% | +12.3% | +11.8% |
| 1Y | +17.2% | +2.4% | +14.8% | +15.2% |
| 3Y | +75.7% | +46.3% | +29.4% | +51.9% |
| All | +75.7% | +47.0% | +28.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling