+67.4%
XLF vs USB
+40.0%
+27.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | +1.4% | -1.4% | -0.7% |
| 30D | +0.2% | -1.3% | +1.5% | +0.8% |
| 3M | +11.7% | +15.2% | -3.5% | +4.3% |
| 6M | +13.8% | +18.8% | -5.0% | +4.5% |
| YTD | +7.0% | +21.0% | -14.0% | -2.7% |
| 1Y | +9.1% | +34.0% | -24.9% | -5.6% |
| 3Y | +75.6% | +95.3% | -19.7% | +24.7% |
| All | +67.4% | +40.0% | +27.4% | +39.5% |
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