+46.7%
XLU vs A
+28.1%
+18.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -1.2% | -4.6% | +3.4% | -0.7% |
| 30D | -2.5% | -4.3% | +1.7% | -2.2% |
| 3M | -2.7% | +8.9% | -11.7% | -3.8% |
| 6M | -7.5% | +24.5% | -32.0% | -10.1% |
| YTD | +0.9% | +5.8% | -4.9% | +0.2% |
| 1Y | +3.3% | +16.2% | -12.9% | +1.0% |
| All | +46.7% | +28.1% | +18.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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