-5.3%
XLU vs Q
+75.4%
-80.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -1.2% | +4.1% | -5.3% | -1.3% |
| 30D | -2.5% | -10.7% | +8.2% | -2.1% |
| 3M | -2.7% | -11.7% | +8.9% | -2.7% |
| 6M | -7.5% | +8.3% | -15.8% | -8.7% |
| YTD | +0.9% | +51.3% | -50.4% | -2.4% |
| All | -5.3% | +75.4% | -80.6% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling