+742.1%
XLU vs NDAQ
+2,281.8%
-1,539.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +2.1% | -2.6% | +4.7% | +2.6% |
| 30D | -0.4% | +0.5% | -0.8% | -0.5% |
| 3M | +0.5% | +9.9% | -9.4% | -1.5% |
| 6M | -5.8% | +8.2% | -14.0% | -7.6% |
| YTD | +3.1% | -1.5% | +4.6% | +2.7% |
| 1Y | +8.1% | +1.3% | +6.8% | +6.9% |
| 3Y | +50.5% | +92.6% | -42.1% | +31.4% |
| 5Y | +44.7% | +53.8% | -9.1% | +30.7% |
| 10Y | +136.8% | +376.0% | -239.1% | +77.0% |
| All | +742.1% | +2,281.8% | -1,539.7% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling