+46.7%
XLU vs U
+10.0%
+36.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.5% | -4.1% | +1.6% | -2.5% |
| 3M | -2.7% | +57.8% | -60.5% | -3.7% |
| 6M | -7.5% | +103.5% | -111.0% | -9.1% |
| YTD | +0.9% | -4.8% | +5.7% | +1.2% |
| 1Y | +3.3% | -2.4% | +5.7% | +3.2% |
| All | +46.7% | +10.0% | +36.7% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling