+1,024.7%
XLE vs USB
+500.2%
+524.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +1.6% |
| 30D | +11.8% | -1.3% | +13.1% | +12.3% |
| 3M | +9.8% | +15.2% | -5.4% | +3.7% |
| 6M | +15.6% | +18.8% | -3.3% | +7.3% |
| YTD | +45.3% | +21.0% | +24.2% | +33.5% |
| 1Y | +48.3% | +34.0% | +14.3% | +30.7% |
| 3Y | +55.4% | +95.3% | -39.9% | +15.8% |
| 5Y | +216.1% | +40.4% | +175.7% | +161.0% |
| 10Y | +178.4% | +107.3% | +71.1% | +100.0% |
| All | +1,024.7% | +500.2% | +524.6% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling