+721.9%
XLU vs EW
+6,723.9%
-6,002.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.4% |
| 7D | +2.1% | -4.4% | +6.5% | +2.8% |
| 30D | -0.4% | -3.3% | +3.0% | +0.1% |
| 3M | +0.5% | +1.0% | -0.5% | +0.2% |
| 6M | -5.8% | +6.2% | -12.0% | -7.0% |
| YTD | +3.1% | +1.7% | +1.4% | +2.4% |
| 1Y | +8.1% | +8.1% | 0.0% | +6.2% |
| 3Y | +50.5% | +17.1% | +33.4% | +42.7% |
| 5Y | +44.7% | -29.4% | +74.1% | +47.0% |
| 10Y | +136.8% | +121.7% | +15.1% | +96.8% |
| All | +721.9% | +6,723.9% | -6,002.0% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling