+316.6%
XLU vs BR
+1,278.7%
-962.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -3.3% | -0.3% | -3.0% | -3.4% |
| 3M | -3.2% | +17.3% | -20.5% | -8.5% |
| 6M | -7.0% | -6.7% | -0.3% | -5.9% |
| YTD | +0.6% | -23.4% | +24.1% | +8.1% |
| 1Y | +2.4% | -32.7% | +35.1% | +14.7% |
| 3Y | +46.3% | -5.9% | +52.2% | +44.9% |
| 5Y | +44.0% | +8.4% | +35.5% | +34.0% |
| 10Y | +140.1% | +189.2% | -49.2% | +58.4% |
| All | +316.6% | +1,278.7% | -962.2% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling