+3.6%
XLY vs U
+17.5%
-13.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +3.9% |
| 7D | +6.1% | +7.5% | -1.4% | +5.5% |
| 30D | +10.8% | -7.0% | +17.8% | +11.3% |
| 3M | +3.6% | +20.6% | -16.9% | +2.0% |
| 6M | +4.4% | +53.2% | -48.8% | +0.7% |
| YTD | +3.1% | -3.9% | +7.0% | +2.1% |
| 1Y | +3.6% | +18.4% | -14.8% | -1.3% |
| All | +3.6% | +17.5% | -13.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling