+665.5%
XLU vs ES
+971.1%
-305.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +2.1% | +2.7% | -0.6% | +0.4% |
| 30D | +5.6% | +7.6% | -2.0% | +0.7% |
| 3M | +0.7% | +0.5% | +0.2% | +0.3% |
| 6M | -0.1% | +7.6% | -7.6% | -4.8% |
| YTD | +5.3% | +10.2% | -4.9% | -1.5% |
| 1Y | +2.2% | +1.8% | +0.3% | -0.5% |
| 3Y | +61.6% | +55.4% | +6.2% | +16.9% |
| 5Y | +53.6% | +7.3% | +46.3% | +40.4% |
| 10Y | +162.3% | +96.4% | +65.9% | +64.7% |
| All | +665.5% | +971.1% | -305.5% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling