+91.5%
USB vs XYZ
+73.8%
+17.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | 0.0% | +12.1% | -12.1% | -2.4% |
| 30D | +5.8% | +12.4% | -6.5% | +3.2% |
| 3M | -6.0% | +8.2% | -14.1% | -7.8% |
| 6M | +7.8% | +20.7% | -12.9% | +2.9% |
| YTD | +14.6% | +31.3% | -16.7% | +6.6% |
| 1Y | +31.8% | +20.5% | +11.3% | +24.6% |
| 3Y | +91.5% | +72.6% | +18.9% | +39.5% |
| All | +91.5% | +73.8% | +17.7% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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