+64.6%
XLI vs USB
+22.2%
+42.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -4.5% | -1.5% | -3.0% | -4.0% |
| 30D | -5.3% | +4.3% | -9.6% | -6.8% |
| 3M | -12.6% | -6.1% | -6.5% | -10.7% |
| 6M | -5.3% | +9.4% | -14.7% | -8.6% |
| YTD | +5.6% | +15.2% | -9.6% | -0.2% |
| 1Y | +7.3% | +32.8% | -25.5% | -3.8% |
| 3Y | +66.7% | +91.3% | -24.6% | +30.1% |
| 5Y | +64.6% | +22.7% | +41.9% | +50.0% |
| All | +64.6% | +22.2% | +42.4% | +50.0% |
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