+41.2%
USB vs XLB
+36.1%
+5.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 1Y | +34.0% | +16.9% | +17.1% | +14.0% |
| 3Y | +95.3% | +32.6% | +62.8% | +48.3% |
| All | +41.2% | +36.1% | +5.1% | +5.3% |
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