+278.7%
USB vs XRT
+558.7%
-280.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -2.1% |
| 7D | +2.4% | +8.0% | -5.6% | -3.3% |
| 30D | +6.6% | +13.0% | -6.5% | -2.7% |
| 3M | -4.1% | +1.7% | -5.8% | -5.7% |
| 6M | +12.5% | +12.6% | -0.1% | +2.3% |
| YTD | +17.6% | +10.7% | +7.0% | +8.2% |
| 1Y | +36.5% | +18.4% | +18.1% | +19.3% |
| 3Y | +95.4% | +56.4% | +39.0% | +37.8% |
| 5Y | +26.1% | +0.7% | +25.5% | +18.2% |
| 10Y | +101.3% | +164.6% | -63.3% | -23.0% |
| All | +278.7% | +558.7% | -280.0% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling