+101.1%
USB vs XYZ
+650.4%
-549.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.4% |
| 7D | -1.5% | +9.2% | -10.7% | -3.1% |
| 30D | +4.3% | +9.8% | -5.5% | +2.5% |
| 3M | -6.1% | -0.2% | -5.9% | -6.4% |
| 6M | +9.4% | +18.0% | -8.6% | +5.7% |
| YTD | +15.2% | +29.1% | -13.9% | +8.7% |
| 1Y | +32.8% | +14.1% | +18.6% | +27.6% |
| 3Y | +91.3% | +72.6% | +18.7% | +66.7% |
| 5Y | +22.7% | -64.6% | +87.3% | +26.4% |
| 10Y | +97.0% | +590.0% | -492.9% | +22.5% |
| All | +101.1% | +650.4% | -549.3% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling