+158.1%
XLE vs XLU
+52.6%
+105.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -6.7% | +0.7% | -7.4% | -7.0% |
| 30D | -4.4% | +5.6% | -10.0% | -6.5% |
| 3M | +4.0% | +2.1% | +1.9% | +3.0% |
| 6M | +13.2% | -0.9% | +14.0% | +13.2% |
| YTD | +41.9% | +4.6% | +37.3% | +38.2% |
| 1Y | +41.6% | +0.3% | +41.3% | +40.5% |
| 3Y | +64.0% | +58.6% | +5.4% | +31.7% |
| 5Y | +158.1% | +51.5% | +106.6% | +108.4% |
| All | +158.1% | +52.6% | +105.5% | +108.4% |
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