+48.3%
XLE vs USB
+35.1%
+13.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.2% | +1.4% | +0.8% | +2.2% |
| 30D | +11.8% | -1.3% | +13.1% | +11.8% |
| 3M | +9.8% | +15.2% | -5.4% | +9.7% |
| 6M | +15.6% | +18.8% | -3.3% | +15.3% |
| YTD | +45.3% | +21.0% | +24.2% | +42.7% |
| 1Y | +48.3% | +34.0% | +14.3% | +40.2% |
| All | +48.3% | +35.1% | +13.2% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling