+169.4%
XLV vs XLU
+140.5%
+28.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -3.6% | -1.6% | -2.0% | -2.8% |
| 30D | -1.8% | -3.3% | +1.5% | -0.3% |
| 3M | +7.8% | -3.2% | +10.9% | +9.3% |
| 6M | +9.1% | -7.0% | +16.1% | +12.7% |
| YTD | +7.7% | +0.6% | +7.1% | +6.9% |
| 1Y | +20.4% | +2.4% | +18.0% | +18.3% |
| 3Y | +30.8% | +46.3% | -15.5% | +6.1% |
| 5Y | +34.6% | +44.0% | -9.3% | +9.2% |
| All | +169.4% | +140.5% | +28.9% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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