+630.4%
XLU vs A
+428.5%
+202.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.2% | -4.6% | +3.4% | -0.5% |
| 30D | -2.5% | -4.3% | +1.7% | -2.0% |
| 3M | -2.7% | +8.9% | -11.7% | -4.1% |
| 6M | -7.5% | +24.5% | -32.0% | -10.8% |
| YTD | +0.9% | +5.8% | -4.9% | -0.5% |
| 1Y | +3.3% | +16.2% | -12.9% | +0.3% |
| 3Y | +47.3% | +28.5% | +18.9% | +39.5% |
| 5Y | +44.4% | -16.3% | +60.7% | +44.0% |
| 10Y | +140.8% | +244.9% | -104.1% | +97.7% |
| All | +630.4% | +428.5% | +202.0% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling