+135.9%
XLU vs EW
+120.5%
+15.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | -1.6% | -6.2% | +4.5% | -0.4% |
| 30D | -3.3% | -9.3% | +6.0% | -1.5% |
| 3M | -3.2% | -1.6% | -1.5% | -3.0% |
| 6M | -7.0% | -0.8% | -6.1% | -7.1% |
| YTD | +0.6% | -1.0% | +1.7% | +0.3% |
| 1Y | +2.4% | +8.2% | -5.7% | +0.2% |
| 3Y | +46.3% | +12.7% | +33.6% | +37.4% |
| 5Y | +44.0% | -30.2% | +74.2% | +48.3% |
| All | +135.9% | +120.5% | +15.4% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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