+135.9%
XLU vs IT
+103.1%
+32.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | -3.3% | +0.1% | -3.4% | -3.5% |
| 3M | -3.2% | +20.7% | -23.8% | -7.0% |
| 6M | -7.0% | +12.0% | -18.9% | -10.2% |
| YTD | +0.6% | -28.8% | +29.4% | +5.0% |
| 1Y | +2.4% | -25.5% | +28.0% | +5.5% |
| 3Y | +46.3% | -48.8% | +95.0% | +58.7% |
| 5Y | +44.0% | -42.7% | +86.7% | +49.3% |
| All | +135.9% | +103.1% | +32.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling