+46.3%
XLU vs NDAQ
+83.9%
-37.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | -5.9% | +4.3% | -0.7% |
| 30D | -3.3% | -4.7% | +1.4% | -2.6% |
| 3M | -3.2% | +5.5% | -8.7% | -4.1% |
| 6M | -7.0% | +7.4% | -14.3% | -8.5% |
| YTD | +0.6% | -5.5% | +6.1% | +1.7% |
| 1Y | +2.4% | -3.7% | +6.1% | +2.9% |
| 3Y | +46.3% | +85.0% | -38.7% | +20.1% |
| All | +46.3% | +83.9% | -37.6% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling