+43.8%
XLU vs RF
+88.8%
-45.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -1.7% | +5.6% | -7.3% | -2.7% |
| 6M | -7.1% | +13.1% | -20.2% | -9.1% |
| YTD | +1.9% | +13.6% | -11.6% | -0.5% |
| 1Y | +6.1% | +16.0% | -9.8% | +3.1% |
| 3Y | +48.8% | +90.2% | -41.4% | +30.6% |
| 5Y | +43.8% | +87.0% | -43.2% | +28.9% |
| All | +43.8% | +88.8% | -45.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling