+135.9%
XLU vs M
-3.0%
+138.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -0.8% |
| 7D | -1.6% | -4.2% | +2.6% | -1.3% |
| 30D | -3.3% | -7.2% | +3.9% | -2.9% |
| 3M | -3.2% | -11.1% | +8.0% | -2.5% |
| 6M | -7.0% | +28.8% | -35.7% | -8.9% |
| YTD | +0.6% | +2.0% | -1.4% | 0.0% |
| 1Y | +2.4% | +31.3% | -28.8% | -0.2% |
| 3Y | +46.3% | +119.1% | -72.8% | +34.9% |
| 5Y | +44.0% | +29.7% | +14.3% | +33.9% |
| All | +135.9% | -3.0% | +138.9% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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