+136.8%
XLU vs USB
+106.9%
+29.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | +2.1% | +2.1% | 0.0% | +1.6% |
| 30D | -0.4% | -2.3% | +1.9% | +0.2% |
| 3M | +0.5% | +13.9% | -13.4% | -2.9% |
| 6M | -5.8% | +21.6% | -27.4% | -10.5% |
| YTD | +3.1% | +19.3% | -16.2% | -1.8% |
| 1Y | +8.1% | +33.6% | -25.5% | -0.2% |
| 3Y | +50.5% | +97.7% | -47.2% | +22.7% |
| 5Y | +44.7% | +40.4% | +4.3% | +26.7% |
| 10Y | +136.8% | +105.9% | +30.9% | +73.1% |
| All | +136.8% | +106.9% | +29.9% | +73.1% |
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