+640.9%
XLU vs BAX
+143.2%
+497.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +0.6% | -5.1% | +5.7% | +1.8% |
| 30D | -0.4% | -12.2% | +11.7% | +2.5% |
| 3M | -1.7% | +21.8% | -23.6% | -6.8% |
| 6M | -7.1% | +36.3% | -43.4% | -14.6% |
| YTD | +1.9% | +27.8% | -25.9% | -5.7% |
| 1Y | +6.1% | -0.1% | +6.2% | +3.6% |
| 3Y | +48.8% | -33.3% | +82.1% | +56.0% |
| 5Y | +43.8% | -67.1% | +110.9% | +79.1% |
| 10Y | +143.2% | -36.9% | +180.1% | +154.3% |
| All | +640.9% | +143.2% | +497.7% | +464.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling