+44.4%
XLU vs B
+152.2%
-107.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.6% |
| 7D | -1.2% | -5.0% | +3.8% | -0.5% |
| 30D | -2.5% | +8.7% | -11.3% | -3.8% |
| 3M | -2.7% | +17.3% | -20.1% | -5.3% |
| 6M | -7.5% | -5.0% | -2.4% | -7.4% |
| YTD | +0.9% | +1.4% | -0.5% | -0.6% |
| 1Y | +3.3% | +50.5% | -47.2% | -5.5% |
| 3Y | +47.3% | +194.4% | -147.0% | +16.7% |
| 5Y | +44.4% | +156.7% | -112.3% | +16.3% |
| All | +44.4% | +152.2% | -107.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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