+136.6%
XLU vs ES
+83.3%
+53.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.4% |
| 7D | -1.2% | -3.5% | +2.3% | +1.1% |
| 30D | -2.5% | -3.0% | +0.5% | -0.6% |
| 3M | -2.7% | -0.3% | -2.5% | -2.7% |
| 6M | -7.5% | -5.2% | -2.3% | -4.5% |
| YTD | +0.9% | +4.8% | -3.8% | -2.8% |
| 1Y | +3.3% | +12.7% | -9.4% | -6.8% |
| 3Y | +47.3% | +27.5% | +19.8% | +17.6% |
| 5Y | +44.4% | -4.7% | +49.1% | +43.0% |
| All | +136.6% | +83.3% | +53.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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