+73.9%
XLU vs U
-41.4%
+115.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.4% |
| 7D | -1.6% | +5.5% | -7.1% | -1.7% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -3.2% | +64.6% | -67.7% | -4.4% |
| 6M | -7.0% | +119.4% | -126.3% | -9.0% |
| YTD | +0.6% | -0.5% | +1.1% | +0.3% |
| 1Y | +2.4% | +1.3% | +1.1% | +1.9% |
| 3Y | +46.3% | +15.6% | +30.6% | +42.7% |
| 5Y | +44.0% | -67.5% | +111.4% | +37.2% |
| All | +73.9% | -41.4% | +115.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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