-4.1%
XLY vs U
+1.1%
-5.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.5% |
| 7D | -1.7% | +5.5% | -7.2% | -2.2% |
| 30D | -4.2% | -1.3% | -2.9% | -4.1% |
| 3M | -2.7% | +64.6% | -67.3% | -6.9% |
| 6M | -0.6% | +119.4% | -120.0% | -7.1% |
| YTD | -5.0% | -0.5% | -4.5% | -5.4% |
| 1Y | -4.1% | +1.3% | -5.4% | -6.2% |
| All | -4.1% | +1.1% | -5.2% | -6.2% |
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