+54.9%
XLE vs XLU
+51.6%
+3.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | +12.6% | -0.4% | +13.0% | +12.7% |
| 3M | +11.8% | +0.5% | +11.4% | +11.5% |
| 6M | +16.1% | -5.8% | +21.9% | +18.4% |
| YTD | +46.9% | +3.1% | +43.7% | +44.0% |
| 1Y | +53.3% | +8.1% | +45.1% | +46.8% |
| 3Y | +54.9% | +50.5% | +4.4% | +31.1% |
| All | +54.9% | +51.6% | +3.3% | +31.1% |
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 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