+295.6%
XLU vs INDA
+107.4%
+188.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.2% | -3.6% | +2.4% | -0.1% |
| 30D | -2.5% | -4.0% | +1.4% | -1.4% |
| 3M | -2.7% | +1.7% | -4.5% | -3.3% |
| 6M | -7.5% | -3.6% | -3.8% | -6.6% |
| YTD | +0.9% | -11.0% | +11.9% | +4.3% |
| 1Y | +3.3% | -9.5% | +12.8% | +6.1% |
| 3Y | +47.3% | +7.6% | +39.7% | +42.5% |
| 5Y | +44.4% | +4.8% | +39.6% | +40.1% |
| 10Y | +140.8% | +82.3% | +58.5% | +88.7% |
| All | +295.6% | +107.4% | +188.2% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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