+153.5%
XLU vs USB
+94.3%
+59.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +5.7% | +6.8% | -1.0% | +4.0% |
| 3M | +1.2% | -3.8% | +4.9% | +2.0% |
| 6M | -0.7% | +11.7% | -12.5% | -3.7% |
| YTD | +4.7% | +17.5% | -12.8% | 0.0% |
| 1Y | +0.4% | +33.8% | -33.3% | -7.4% |
| 3Y | +59.6% | +104.2% | -44.6% | +29.1% |
| 5Y | +52.9% | +26.4% | +26.5% | +38.4% |
| 10Y | +153.5% | +89.2% | +64.3% | +98.7% |
| All | +153.5% | +94.3% | +59.2% | +98.7% |
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