+665.5%
XLU vs B
+199.4%
+466.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.1% | -7.3% | +9.4% | +2.8% |
| 30D | +5.6% | -3.3% | +8.9% | +5.8% |
| 3M | +0.7% | -7.8% | +8.5% | +1.2% |
| 6M | -0.1% | -15.5% | +15.5% | +1.0% |
| YTD | +5.3% | -12.3% | +17.6% | +5.6% |
| 1Y | +2.2% | +5.4% | -3.2% | +0.6% |
| 3Y | +61.6% | +165.5% | -103.9% | +44.8% |
| 5Y | +53.6% | +107.0% | -53.5% | +39.6% |
| 10Y | +162.3% | +210.6% | -48.3% | +126.5% |
| All | +665.5% | +199.4% | +466.1% | +523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling