+138.9%
XLU vs RF
+339.4%
-200.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.6% | -0.1% | +0.8% | +0.7% |
| 30D | -0.4% | -4.0% | +3.6% | +0.3% |
| 3M | -1.7% | +5.6% | -7.3% | -2.8% |
| 6M | -7.1% | +13.1% | -20.2% | -9.3% |
| YTD | +1.9% | +13.6% | -11.6% | -0.8% |
| 1Y | +6.1% | +16.0% | -9.8% | +2.7% |
| 3Y | +48.8% | +90.2% | -41.4% | +29.3% |
| 5Y | +43.8% | +87.0% | -43.2% | +22.9% |
| All | +138.9% | +339.4% | -200.4% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling