+442.2%
XLU vs ET
+1,438.5%
-996.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -3.3% | +2.9% | -6.2% | -3.7% |
| 3M | -3.2% | +16.8% | -19.9% | -5.1% |
| 6M | -7.0% | +18.9% | -25.8% | -9.1% |
| YTD | +0.6% | +37.7% | -37.1% | -3.6% |
| 1Y | +2.4% | +32.4% | -30.0% | -1.4% |
| 3Y | +46.3% | +99.5% | -53.2% | +33.3% |
| 5Y | +44.0% | +244.0% | -200.0% | +22.0% |
| 10Y | +140.1% | +172.1% | -32.0% | +99.7% |
| All | +442.2% | +1,438.5% | -996.4% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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