+43.8%
XLU vs ES
-4.5%
+48.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.4% | -1.0% | +0.6% | +0.1% |
| 3M | -1.7% | +1.5% | -3.2% | -2.6% |
| 6M | -7.1% | -3.5% | -3.6% | -5.5% |
| YTD | +1.9% | +7.0% | -5.0% | -2.2% |
| 1Y | +6.1% | +15.3% | -9.2% | -3.9% |
| 3Y | +48.8% | +30.2% | +18.6% | +21.4% |
| 5Y | +43.8% | -4.3% | +48.1% | +47.6% |
| All | +43.8% | -4.5% | +48.3% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling