+44.2%
XLU vs BLK
+32.0%
+12.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -3.3% | -6.5% | +3.2% | -1.7% |
| 3M | -3.2% | +6.7% | -9.9% | -5.0% |
| 6M | -7.0% | +14.7% | -21.7% | -10.7% |
| YTD | +0.6% | +2.5% | -1.9% | -0.9% |
| 1Y | +2.4% | -2.8% | +5.2% | +2.3% |
| 3Y | +46.3% | +65.9% | -19.6% | +22.4% |
| All | +44.2% | +32.0% | +12.2% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling