+44.2%
XLU vs NDAQ
+49.0%
-4.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -5.6% | +4.0% | -0.3% |
| 30D | -3.3% | -4.4% | +1.0% | -2.4% |
| 3M | -3.2% | +5.9% | -9.0% | -4.7% |
| 6M | -7.0% | +7.7% | -14.7% | -9.2% |
| YTD | +0.6% | -5.2% | +5.8% | +1.4% |
| 1Y | +2.4% | -3.4% | +5.8% | +2.4% |
| 3Y | +46.3% | +85.6% | -39.4% | +18.0% |
| All | +44.2% | +49.0% | -4.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling