+22.7%
USB vs XLB
+32.3%
-9.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | +0.5% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | +4.3% | +5.2% | -0.9% | -0.3% |
| 3M | -6.1% | -0.1% | -5.9% | -6.2% |
| 6M | +9.4% | +2.4% | +7.0% | +6.3% |
| YTD | +15.2% | +16.9% | -1.7% | -2.0% |
| 1Y | +32.8% | +25.0% | +7.7% | +5.8% |
| 3Y | +91.3% | +40.7% | +50.6% | +37.1% |
| 5Y | +22.7% | +31.6% | -9.0% | -8.5% |
| All | +22.7% | +32.3% | -9.7% | -8.5% |
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