+289.6%
USB vs XRT
+514.3%
-224.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -1.0% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | -1.3% | -4.2% | +2.9% | +1.7% |
| 3M | +15.2% | +5.1% | +10.2% | +10.6% |
| 6M | +18.8% | +2.4% | +16.4% | +16.0% |
| YTD | +21.0% | +3.2% | +17.8% | +17.5% |
| 1Y | +34.0% | +1.5% | +32.5% | +31.3% |
| 3Y | +95.3% | +40.6% | +54.8% | +49.7% |
| 5Y | +40.4% | -1.0% | +41.4% | +32.7% |
| 10Y | +107.3% | +128.4% | -21.1% | -10.8% |
| All | +289.6% | +514.3% | -224.7% | -40.3% |
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