+1.0%
XLU vs Q
+19.7%
-18.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.6% | -3.3% | +5.9% | +2.7% |
| 30D | +9.1% | -9.7% | +18.8% | +9.5% |
| 3M | -0.4% | -16.1% | +15.7% | +0.2% |
| 6M | -4.7% | -15.7% | +11.0% | -4.5% |
| YTD | +4.3% | +45.7% | -41.5% | +0.8% |
| 1Y | +1.0% | +18.0% | -17.0% | -1.3% |
| All | +1.0% | +19.7% | -18.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling