-9.1%
XLC vs USB
+11.3%
-20.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | +1.8% | +2.4% | -0.6% | +1.1% |
| 30D | -6.0% | +6.6% | -12.5% | -7.6% |
| 3M | -6.0% | -4.1% | -1.9% | -5.0% |
| 6M | -9.1% | +12.5% | -21.5% | -10.4% |
| All | -9.1% | +11.3% | -20.3% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling