+133.1%
XLP vs USB
+100.3%
+32.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.9% |
| 7D | +5.9% | +2.4% | +3.5% | +5.3% |
| 30D | +13.5% | +6.6% | +6.9% | +11.9% |
| 3M | +8.4% | -4.1% | +12.5% | +9.3% |
| 6M | +11.5% | +12.5% | -0.9% | +8.5% |
| YTD | +20.6% | +17.6% | +3.0% | +15.9% |
| 1Y | +24.3% | +36.5% | -12.2% | +15.5% |
| 3Y | +45.1% | +95.4% | -50.3% | +21.9% |
| 5Y | +44.6% | +26.1% | +18.5% | +33.2% |
| 10Y | +133.1% | +101.3% | +31.8% | +99.4% |
| All | +133.1% | +100.3% | +32.8% | +99.4% |
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