+32.4%
XLY vs U
+10.0%
+22.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -3.9% | 0.0% | -3.8% | -3.9% |
| 30D | -6.1% | -4.1% | -2.0% | -5.6% |
| 3M | -1.2% | +57.8% | -59.0% | -7.4% |
| 6M | -1.8% | +103.5% | -105.3% | -11.6% |
| YTD | -5.9% | -4.8% | -1.1% | -7.0% |
| 1Y | -3.1% | -2.4% | -0.7% | -5.5% |
| All | +32.4% | +10.0% | +22.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling