+660.1%
XLU vs RF
+133.1%
+527.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +5.6% | +6.2% | -0.6% | +4.8% |
| 3M | +2.1% | -7.8% | +10.0% | +3.2% |
| 6M | -0.9% | +5.9% | -6.8% | -1.7% |
| YTD | +4.6% | +9.0% | -4.5% | +3.1% |
| 1Y | +0.3% | +19.3% | -18.9% | -2.3% |
| 3Y | +58.6% | +116.4% | -57.9% | +41.8% |
| 5Y | +51.5% | +46.0% | +5.4% | +40.7% |
| 10Y | +159.4% | +239.8% | -80.4% | +108.1% |
| All | +660.1% | +133.1% | +527.0% | +437.4% |
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