+127.5%
XLC vs USB
+64.1%
+63.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -5.8% | +5.8% | -11.7% | -7.7% |
| 3M | -5.4% | -6.0% | +0.5% | -3.6% |
| 6M | -10.2% | +7.8% | -17.9% | -12.7% |
| YTD | -10.2% | +14.6% | -24.8% | -14.8% |
| 1Y | -5.6% | +31.8% | -37.4% | -14.7% |
| 3Y | +61.0% | +91.5% | -30.5% | +25.6% |
| 5Y | +35.2% | +22.0% | +13.2% | +21.0% |
| All | +127.5% | +64.1% | +63.4% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling