+33.3%
XLV vs USB
+39.7%
-6.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -2.6% | +2.1% | -4.7% | -3.1% |
| 30D | +0.9% | -2.3% | +3.1% | +1.3% |
| 3M | +10.0% | +13.9% | -3.9% | +6.9% |
| 6M | +10.4% | +21.6% | -11.2% | +5.8% |
| YTD | +8.9% | +19.3% | -10.4% | +4.5% |
| 1Y | +23.4% | +33.6% | -10.2% | +15.5% |
| 3Y | +33.1% | +97.7% | -64.6% | +13.4% |
| 5Y | +33.3% | +40.4% | -7.2% | +21.0% |
| All | +33.3% | +39.7% | -6.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling