+92.7%
USB vs XRT
+153.7%
-61.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.4% |
| 7D | -1.5% | +2.3% | -3.8% | -2.9% |
| 30D | +4.3% | +9.8% | -5.5% | -1.6% |
| 3M | -6.1% | -0.2% | -5.9% | -6.3% |
| 6M | +9.4% | +8.4% | +1.0% | +3.5% |
| YTD | +15.2% | +7.5% | +7.6% | +9.4% |
| 1Y | +32.8% | +13.2% | +19.6% | +22.2% |
| 3Y | +91.3% | +52.0% | +39.3% | +46.8% |
| 5Y | +22.7% | -3.2% | +25.8% | +19.8% |
| All | +92.7% | +153.7% | -61.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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