+63.0%
XLE vs USB
+94.5%
-31.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.3% |
| 7D | -7.2% | +2.4% | -9.6% | -7.9% |
| 30D | +0.1% | +6.6% | -6.5% | -1.8% |
| 3M | +9.2% | -4.1% | +13.3% | +10.3% |
| 6M | +8.4% | +12.5% | -4.1% | +4.0% |
| YTD | +44.9% | +17.6% | +27.3% | +35.9% |
| 1Y | +49.9% | +36.5% | +13.4% | +32.7% |
| All | +63.0% | +94.5% | -31.6% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling