+24.4%
USB vs XLB
+31.4%
-7.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -0.5% | -1.6% | +1.1% | +0.9% |
| 30D | +5.7% | +7.2% | -1.5% | -0.7% |
| 3M | -4.7% | 0.0% | -4.7% | -4.9% |
| 6M | +13.4% | +2.3% | +11.1% | +10.4% |
| YTD | +17.0% | +18.4% | -1.4% | -1.6% |
| 1Y | +32.4% | +23.3% | +9.0% | +7.0% |
| 3Y | +101.7% | +45.2% | +56.5% | +40.3% |
| 5Y | +24.4% | +31.0% | -6.5% | -5.8% |
| All | +24.4% | +31.4% | -7.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling