+320.7%
USB vs XYL
+449.8%
-129.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.8% |
| 7D | +1.4% | -5.0% | +6.5% | +4.2% |
| 30D | -1.3% | -13.2% | +11.9% | +6.1% |
| 3M | +15.2% | -3.7% | +19.0% | +16.9% |
| 6M | +18.8% | -17.7% | +36.5% | +30.6% |
| YTD | +21.0% | -21.5% | +42.5% | +35.8% |
| 1Y | +34.0% | -24.5% | +58.5% | +53.3% |
| 3Y | +95.3% | +6.9% | +88.4% | +83.1% |
| 5Y | +40.4% | -18.1% | +58.4% | +47.7% |
| 10Y | +107.3% | +134.7% | -27.4% | +31.0% |
| All | +320.7% | +449.8% | -129.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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