+304.1%
XLU vs BND
+75.1%
+229.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.6% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -2.5% | -1.0% | -1.6% | -2.0% |
| 3M | -2.7% | -1.2% | -1.5% | -2.1% |
| 6M | -7.5% | -2.0% | -5.5% | -6.5% |
| YTD | +0.9% | -1.2% | +2.1% | +1.6% |
| 1Y | +3.3% | -0.5% | +3.8% | +3.6% |
| 3Y | +47.3% | +12.4% | +34.9% | +39.4% |
| 5Y | +44.4% | -2.5% | +46.9% | +42.8% |
| 10Y | +140.8% | +15.0% | +125.8% | +129.5% |
| All | +304.1% | +75.1% | +229.0% | +262.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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