+925.7%
XLV vs USB
+500.2%
+425.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +0.2% | +1.4% | -1.3% | -0.2% |
| 30D | +4.4% | -1.3% | +5.7% | +4.7% |
| 3M | +13.2% | +15.2% | -2.0% | +9.3% |
| 6M | +10.1% | +18.8% | -8.7% | +5.4% |
| YTD | +11.7% | +21.0% | -9.3% | +6.2% |
| 1Y | +26.9% | +34.0% | -7.1% | +17.7% |
| 3Y | +35.0% | +95.3% | -60.3% | +12.4% |
| 5Y | +35.9% | +40.4% | -4.5% | +20.0% |
| 10Y | +179.0% | +107.3% | +71.7% | +116.1% |
| All | +925.7% | +500.2% | +425.5% | +441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling