+64.1%
XLI vs USB
+21.6%
+42.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -3.1% | +5.8% | -8.9% | -5.1% |
| 3M | -11.7% | -6.0% | -5.8% | -9.9% |
| 6M | -7.6% | +7.8% | -15.3% | -10.4% |
| YTD | +5.7% | +14.6% | -8.9% | +0.1% |
| 1Y | +7.8% | +31.8% | -24.0% | -3.0% |
| 3Y | +67.4% | +91.5% | -24.1% | +30.6% |
| All | +64.1% | +21.6% | +42.5% | +49.8% |
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