+251.0%
XLF vs USB
+109.3%
+141.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.9% |
| 30D | +0.2% | -1.3% | +1.5% | +0.9% |
| 3M | +11.7% | +15.2% | -3.5% | +2.2% |
| 6M | +13.8% | +18.8% | -5.0% | +1.9% |
| YTD | +7.0% | +21.0% | -14.0% | -5.4% |
| 1Y | +9.1% | +34.0% | -24.9% | -9.7% |
| 3Y | +75.6% | +95.3% | -19.7% | +10.3% |
| 5Y | +66.4% | +40.4% | +26.1% | +26.0% |
| All | +251.0% | +109.3% | +141.7% | +79.8% |
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