+44.7%
XLU vs GEN
+21.1%
+23.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.2% | -4.3% | +3.2% | -0.7% |
| 30D | -2.5% | +3.8% | -6.3% | -3.0% |
| 3M | -2.7% | +22.3% | -25.0% | -5.2% |
| 6M | -7.5% | +39.0% | -46.4% | -11.6% |
| YTD | +0.9% | +11.9% | -11.0% | -0.3% |
| 1Y | +3.3% | +4.5% | -1.2% | +3.1% |
| 3Y | +47.3% | +59.0% | -11.7% | +35.3% |
| All | +44.7% | +21.1% | +23.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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