+46.3%
XLU vs BG
+18.0%
+28.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -1.6% | +3.1% | -4.7% | -1.9% |
| 30D | -3.3% | +10.2% | -13.5% | -4.4% |
| 3M | -3.2% | -1.7% | -1.5% | -3.1% |
| 6M | -7.0% | +1.0% | -7.9% | -7.3% |
| YTD | +0.6% | +39.9% | -39.3% | -3.7% |
| 1Y | +2.4% | +53.2% | -50.8% | -3.2% |
| 3Y | +46.3% | +16.3% | +30.0% | +42.3% |
| All | +46.3% | +18.0% | +28.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling