+135.9%
XLU vs NDAQ
+368.2%
-232.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.6% | -5.6% | +4.0% | +0.5% |
| 30D | -3.3% | -4.4% | +1.0% | -1.8% |
| 3M | -3.2% | +5.9% | -9.0% | -5.8% |
| 6M | -7.0% | +7.7% | -14.7% | -10.6% |
| YTD | +0.6% | -5.2% | +5.8% | +1.1% |
| 1Y | +2.4% | -3.4% | +5.8% | +1.9% |
| 3Y | +46.3% | +85.6% | -39.4% | +6.8% |
| 5Y | +44.0% | +49.5% | -5.5% | +13.6% |
| All | +135.9% | +368.2% | -232.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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