+623.9%
XLU vs EWT
+573.9%
+49.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.4% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -2.5% | +4.8% | -7.3% | -3.7% |
| 3M | -2.7% | +11.1% | -13.9% | -5.8% |
| 6M | -7.5% | +54.6% | -62.1% | -18.0% |
| YTD | +0.9% | +71.4% | -70.5% | -13.0% |
| 1Y | +3.3% | +82.1% | -78.8% | -12.4% |
| 3Y | +47.3% | +193.2% | -145.9% | +9.2% |
| 5Y | +44.4% | +146.1% | -101.7% | +11.0% |
| 10Y | +140.8% | +505.0% | -364.2% | +45.3% |
| All | +623.9% | +573.9% | +49.9% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling