+212.0%
XLV vs USB
+87.1%
+125.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +10.6% | +6.4% | +4.1% | +8.7% |
| 3M | +12.6% | -4.5% | +17.0% | +13.8% |
| 6M | +32.7% | +11.4% | +21.3% | +28.6% |
| YTD | +23.5% | +17.1% | +6.4% | +17.7% |
| 1Y | +30.4% | +32.6% | -2.2% | +20.0% |
| 3Y | +57.3% | +101.8% | -44.6% | +26.5% |
| 5Y | +53.4% | +25.1% | +28.3% | +39.1% |
| 10Y | +212.0% | +84.9% | +127.2% | +147.9% |
| All | +212.0% | +87.1% | +125.0% | +147.9% |
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