+135.9%
XLU vs BAX
-38.1%
+174.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.6% | -7.9% | +6.3% | +0.2% |
| 30D | -3.3% | -11.7% | +8.3% | -0.7% |
| 3M | -3.2% | +16.2% | -19.4% | -6.9% |
| 6M | -7.0% | +32.0% | -38.9% | -13.5% |
| YTD | +0.6% | +24.7% | -24.1% | -6.2% |
| 1Y | +2.4% | -2.6% | +5.1% | +1.0% |
| 3Y | +46.3% | -35.0% | +81.2% | +55.9% |
| 5Y | +44.0% | -67.6% | +111.5% | +92.8% |
| All | +135.9% | -38.1% | +174.0% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling