+98.3%
USB vs XLB
+32.8%
+65.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | +1.4% | -1.4% | +2.8% | +2.7% |
| 30D | -1.3% | -0.4% | -0.9% | -1.1% |
| 3M | +15.2% | +2.0% | +13.3% | +12.7% |
| 6M | +18.8% | +1.8% | +17.0% | +16.0% |
| YTD | +21.0% | +16.6% | +4.4% | +1.9% |
| 1Y | +34.0% | +16.9% | +17.1% | +12.3% |
| All | +98.3% | +32.8% | +65.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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