+226.1%
XLI vs USB
+83.8%
+142.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +3.8% | +2.6% | +1.2% | +2.6% |
| 30D | +1.0% | +8.4% | -7.4% | -2.7% |
| 3M | -8.9% | -5.5% | -3.4% | -6.6% |
| 6M | -2.3% | +17.7% | -20.0% | -9.8% |
| YTD | +9.7% | +17.6% | -7.9% | +1.0% |
| 1Y | +12.3% | +33.9% | -21.6% | -2.7% |
| 3Y | +71.5% | +103.8% | -32.4% | +18.9% |
| 5Y | +70.2% | +25.6% | +44.6% | +45.2% |
| All | +226.1% | +83.8% | +142.3% | +119.3% |
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