+136.6%
XLU vs RF
+340.3%
-203.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.2% | -1.6% | +0.4% | -0.9% |
| 30D | -2.5% | -4.3% | +1.7% | -1.8% |
| 3M | -2.7% | +5.9% | -8.6% | -3.8% |
| 6M | -7.5% | +14.1% | -21.6% | -9.8% |
| YTD | +0.9% | +13.8% | -12.8% | -1.8% |
| 1Y | +3.3% | +15.2% | -11.9% | +0.1% |
| 3Y | +47.3% | +90.6% | -43.3% | +28.0% |
| 5Y | +44.4% | +88.9% | -44.5% | +23.2% |
| All | +136.6% | +340.3% | -203.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling