+44.2%
XLU vs EWT
+149.5%
-105.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -3.3% | +4.5% | -7.8% | -4.0% |
| 3M | -3.2% | +8.3% | -11.4% | -4.7% |
| 6M | -7.0% | +54.2% | -61.2% | -15.0% |
| YTD | +0.6% | +74.6% | -73.9% | -10.6% |
| 1Y | +2.4% | +84.9% | -82.5% | -10.2% |
| 3Y | +46.3% | +197.5% | -151.3% | +12.8% |
| All | +44.2% | +149.5% | -105.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 5y: compounded portfolio wealth divided by compounded EWT 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…
5y analysis · Full analysis span regression · 6 months rolling