+643.4%
XLU vs ES
+948.6%
-305.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -1.3% | -2.0% | +0.6% | -0.1% |
| 3M | -1.3% | +1.7% | -3.0% | -2.5% |
| 6M | -7.6% | -3.5% | -4.1% | -5.9% |
| YTD | +2.3% | +7.9% | -5.6% | -3.0% |
| 1Y | +5.8% | +17.2% | -11.4% | -5.9% |
| 3Y | +50.5% | +29.3% | +21.2% | +22.3% |
| 5Y | +44.1% | -5.7% | +49.9% | +43.2% |
| 10Y | +138.2% | +85.2% | +53.0% | +55.4% |
| All | +643.4% | +948.6% | -305.2% | +87.0% |
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