+44.4%
XLU vs ALL
+113.6%
-69.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.2% | -4.3% | +3.1% | -0.1% |
| 30D | -2.5% | -3.6% | +1.0% | -1.7% |
| 3M | -2.7% | +13.2% | -16.0% | -6.1% |
| 6M | -7.5% | +22.5% | -29.9% | -12.5% |
| YTD | +0.9% | +22.7% | -21.8% | -4.9% |
| 1Y | +3.3% | +28.3% | -25.0% | -4.1% |
| 3Y | +47.3% | +152.0% | -104.7% | +13.7% |
| 5Y | +44.4% | +115.4% | -71.0% | +14.4% |
| All | +44.4% | +113.6% | -69.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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