+135.9%
XLU vs BLK
+283.5%
-147.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.6% | -3.3% | +1.7% | -0.6% |
| 30D | -3.3% | -6.5% | +3.2% | -1.3% |
| 3M | -3.2% | +6.7% | -9.9% | -5.5% |
| 6M | -7.0% | +14.7% | -21.7% | -11.6% |
| YTD | +0.6% | +2.5% | -1.9% | -1.3% |
| 1Y | +2.4% | -2.8% | +5.2% | +2.1% |
| 3Y | +46.3% | +65.9% | -19.6% | +19.3% |
| 5Y | +44.0% | +33.0% | +11.0% | +24.0% |
| All | +135.9% | +283.5% | -147.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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