+135.9%
XLU vs USFR
+28.1%
+107.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | -3.3% | +0.4% | -3.7% | -3.2% |
| 3M | -3.2% | +1.0% | -4.2% | -2.8% |
| 6M | -7.0% | +2.0% | -8.9% | -6.3% |
| YTD | +0.6% | +2.8% | -2.1% | +1.6% |
| 1Y | +2.4% | +4.1% | -1.6% | +3.9% |
| 3Y | +46.3% | +14.1% | +32.1% | +56.0% |
| 5Y | +44.0% | +20.6% | +23.4% | +57.9% |
| All | +135.9% | +28.1% | +107.7% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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