+170.8%
XLV vs USB
+106.9%
+63.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -2.6% | +2.1% | -4.7% | -3.2% |
| 30D | +0.9% | -2.3% | +3.1% | +1.5% |
| 3M | +10.0% | +13.9% | -3.9% | +6.0% |
| 6M | +10.4% | +21.6% | -11.2% | +4.4% |
| YTD | +8.9% | +19.3% | -10.4% | +3.2% |
| 1Y | +23.4% | +33.6% | -10.2% | +13.2% |
| 3Y | +33.1% | +97.7% | -64.6% | +7.2% |
| 5Y | +33.3% | +40.4% | -7.2% | +16.3% |
| 10Y | +170.8% | +105.9% | +64.8% | +84.9% |
| All | +170.8% | +106.9% | +63.9% | +84.9% |
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