+44.2%
XLU vs BR
+8.0%
+36.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -3.3% | -0.3% | -3.0% | -3.4% |
| 3M | -3.2% | +17.3% | -20.5% | -7.4% |
| 6M | -7.0% | -6.7% | -0.3% | -5.5% |
| YTD | +0.6% | -23.4% | +24.1% | +8.7% |
| 1Y | +2.4% | -32.7% | +35.1% | +15.7% |
| 3Y | +46.3% | -5.9% | +52.2% | +44.3% |
| All | +44.2% | +8.0% | +36.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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