+234.4%
XLF vs USB
+94.3%
+140.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | -0.1% |
| 7D | +0.7% | +0.8% | 0.0% | +0.3% |
| 30D | +6.0% | +6.8% | -0.8% | +1.8% |
| 3M | +1.0% | -3.8% | +4.8% | +3.3% |
| 6M | +14.0% | +11.7% | +2.2% | +6.0% |
| YTD | +7.2% | +17.5% | -10.3% | -3.6% |
| 1Y | +11.6% | +33.8% | -22.2% | -7.4% |
| 3Y | +81.2% | +104.2% | -23.0% | +11.5% |
| 5Y | +57.9% | +26.4% | +31.5% | +28.9% |
| 10Y | +234.4% | +89.2% | +145.2% | +86.8% |
| All | +234.4% | +94.3% | +140.2% | +86.8% |
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