+173.9%
XLE vs USB
+84.9%
+89.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | -4.0% | +5.7% | -9.7% | -7.1% |
| 3M | +4.6% | -4.7% | +9.3% | +6.9% |
| 6M | +12.3% | +13.4% | -1.1% | +3.5% |
| YTD | +44.5% | +17.0% | +27.5% | +29.5% |
| 1Y | +42.4% | +32.4% | +10.0% | +18.6% |
| 3Y | +67.0% | +101.7% | -34.6% | +4.0% |
| 5Y | +161.9% | +24.4% | +137.5% | +111.8% |
| 10Y | +173.9% | +83.6% | +90.3% | +66.3% |
| All | +173.9% | +84.9% | +89.0% | +66.3% |
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