+152.2%
XLE vs USB
+22.2%
+130.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | -10.3% | -1.5% | -8.8% | -9.9% |
| 30D | -3.3% | +4.3% | -7.6% | -4.7% |
| 3M | +8.2% | -6.1% | +14.3% | +10.1% |
| 6M | +5.0% | +9.4% | -4.4% | +1.3% |
| YTD | +40.6% | +15.2% | +25.4% | +32.5% |
| 1Y | +45.0% | +32.8% | +12.3% | +29.7% |
| 3Y | +56.3% | +91.3% | -35.0% | +20.9% |
| 5Y | +152.2% | +22.7% | +129.6% | +122.4% |
| All | +152.2% | +22.2% | +130.0% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling