+96.6%
USB vs XRT
+56.6%
+40.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -1.9% |
| 7D | +2.4% | +8.0% | -5.6% | -3.0% |
| 30D | +6.6% | +13.0% | -6.5% | -2.2% |
| 3M | -4.1% | +1.7% | -5.8% | -5.5% |
| 6M | +12.5% | +12.6% | -0.1% | +2.7% |
| YTD | +17.6% | +10.7% | +7.0% | +8.6% |
| 1Y | +36.5% | +18.4% | +18.1% | +19.8% |
| All | +96.6% | +56.6% | +40.0% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling