+135.9%
XLU vs XME
+421.4%
-285.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | -4.2% | +2.6% | -0.8% |
| 30D | -3.3% | -2.7% | -0.6% | -2.9% |
| 3M | -3.2% | -3.9% | +0.8% | -2.7% |
| 6M | -7.0% | -1.0% | -6.0% | -7.6% |
| YTD | +0.6% | +9.8% | -9.2% | -2.6% |
| 1Y | +2.4% | +32.5% | -30.1% | -5.1% |
| 3Y | +46.3% | +124.3% | -78.1% | +19.5% |
| 5Y | +44.0% | +165.8% | -121.8% | +11.3% |
| All | +135.9% | +421.4% | -285.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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