+2.4%
XLU vs U
+1.1%
+1.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.2% |
| 7D | -1.6% | +5.5% | -7.1% | -1.5% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -3.2% | +64.6% | -67.7% | -2.2% |
| 6M | -7.0% | +119.4% | -126.3% | -6.0% |
| YTD | +0.6% | -0.5% | +1.1% | +1.8% |
| 1Y | +2.4% | +1.3% | +1.1% | +3.5% |
| All | +2.4% | +1.1% | +1.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling