+59.3%
XLF vs USB
+25.1%
+34.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +2.7% | +2.6% | +0.1% | +1.4% |
| 30D | +7.6% | +8.4% | -0.8% | +3.6% |
| 3M | +1.1% | -5.5% | +6.6% | +3.8% |
| 6M | +15.9% | +17.7% | -1.8% | +7.0% |
| YTD | +8.4% | +17.6% | -9.1% | 0.0% |
| 1Y | +12.5% | +33.9% | -21.4% | -2.5% |
| 3Y | +81.6% | +103.8% | -22.3% | +27.0% |
| All | +59.3% | +25.1% | +34.2% | +44.8% |
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 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