+1,021.9%
XLE vs USB
+483.4%
+538.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -5.5% |
| 7D | -7.2% | +2.4% | -9.6% | -8.1% |
| 30D | +0.1% | +6.6% | -6.5% | -2.5% |
| 3M | +9.2% | -4.1% | +13.3% | +10.6% |
| 6M | +8.4% | +12.5% | -4.1% | +2.8% |
| YTD | +44.9% | +17.6% | +27.3% | +34.3% |
| 1Y | +49.9% | +36.5% | +13.4% | +31.0% |
| 3Y | +61.1% | +95.4% | -34.3% | +20.4% |
| 5Y | +163.4% | +26.1% | +137.2% | +126.1% |
| 10Y | +181.4% | +101.3% | +80.1% | +103.9% |
| All | +1,021.9% | +483.4% | +538.5% | +460.1% |
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