+89.2%
USB vs XME
+294.4%
-205.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | -0.1% |
| 7D | +0.8% | +0.9% | -0.2% | +0.2% |
| 30D | +6.8% | -7.3% | +14.1% | +10.3% |
| 3M | -3.8% | -14.8% | +11.0% | +2.9% |
| 6M | +11.7% | -18.4% | +30.1% | +20.3% |
| YTD | +17.5% | -4.7% | +22.1% | +15.0% |
| 1Y | +33.8% | +5.7% | +28.1% | +23.6% |
| 3Y | +104.2% | +104.0% | +0.3% | +29.0% |
| 5Y | +26.4% | +122.4% | -96.0% | -27.2% |
| 10Y | +89.2% | +285.4% | -196.2% | -30.5% |
| All | +89.2% | +294.4% | -205.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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