+649.7%
XLU vs ALL
+1,213.3%
-563.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.5% |
| 7D | +2.1% | -1.7% | +3.8% | +2.5% |
| 30D | -0.4% | -4.7% | +4.3% | +0.8% |
| 3M | +0.5% | +18.4% | -17.9% | -4.3% |
| 6M | -5.8% | +20.5% | -26.3% | -10.9% |
| YTD | +3.1% | +23.5% | -20.4% | -3.3% |
| 1Y | +8.1% | +29.0% | -20.9% | 0.0% |
| 3Y | +50.5% | +153.7% | -103.2% | +14.7% |
| 5Y | +44.7% | +114.8% | -70.1% | +13.5% |
| 10Y | +136.8% | +356.1% | -219.3% | +50.9% |
| All | +649.7% | +1,213.3% | -563.5% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling