+44.2%
XLU vs MKTX
-60.5%
+104.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -3.3% | +0.7% | -4.0% | -3.4% |
| 3M | -3.2% | +40.8% | -43.9% | -6.4% |
| 6M | -7.0% | -8.0% | +1.0% | -6.1% |
| YTD | +0.6% | -8.7% | +9.4% | +1.6% |
| 1Y | +2.4% | -11.8% | +14.3% | +3.7% |
| 3Y | +46.3% | -24.0% | +70.3% | +48.2% |
| All | +44.2% | -60.5% | +104.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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