+436.2%
XLU vs XME
+231.2%
+205.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.2% |
| 7D | -1.2% | -3.0% | +1.9% | -0.5% |
| 30D | -2.5% | -2.6% | +0.1% | -2.1% |
| 3M | -2.7% | +2.2% | -4.9% | -3.6% |
| 6M | -7.5% | +0.7% | -8.2% | -8.5% |
| YTD | +0.9% | +10.9% | -10.0% | -2.7% |
| 1Y | +3.3% | +35.7% | -32.4% | -5.1% |
| 3Y | +47.3% | +127.1% | -79.8% | +19.2% |
| 5Y | +44.4% | +168.5% | -124.1% | +10.2% |
| 10Y | +140.8% | +416.9% | -276.1% | +48.1% |
| All | +436.2% | +231.2% | +205.0% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling