+111.3%
USB vs XYZ
+638.9%
-527.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | +1.4% | -1.0% | +2.4% | +1.6% |
| 30D | -1.3% | -1.7% | +0.4% | -1.2% |
| 3M | +15.2% | +16.7% | -1.5% | +11.9% |
| 6M | +18.8% | +26.9% | -8.0% | +13.4% |
| YTD | +21.0% | +27.1% | -6.1% | +14.7% |
| 1Y | +34.0% | +9.3% | +24.8% | +29.9% |
| 3Y | +95.3% | +42.3% | +53.0% | +75.5% |
| 5Y | +40.4% | -69.3% | +109.7% | +47.8% |
| 10Y | +107.3% | +586.8% | -479.5% | +29.3% |
| All | +111.3% | +638.9% | -527.6% | +26.7% |
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