+643.4%
XLU vs RF
+147.1%
+496.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | -1.3% | -3.6% | +2.3% | -0.9% |
| 3M | -1.3% | +8.1% | -9.4% | -2.4% |
| 6M | -7.6% | +11.5% | -19.1% | -9.1% |
| YTD | +2.3% | +15.6% | -13.3% | +0.1% |
| 1Y | +5.8% | +15.7% | -9.9% | +3.4% |
| 3Y | +50.5% | +86.9% | -36.4% | +37.0% |
| 5Y | +44.1% | +89.8% | -45.7% | +29.3% |
| 10Y | +138.2% | +344.7% | -206.5% | +85.0% |
| All | +643.4% | +147.1% | +496.3% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling