+64.0%
XLY vs U
-43.3%
+107.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -2.1% | +4.4% | -6.5% | -2.8% |
| 30D | -6.0% | -1.3% | -4.7% | -5.9% |
| 3M | -2.7% | +49.6% | -52.3% | -9.5% |
| 6M | -1.5% | +100.2% | -101.7% | -13.3% |
| YTD | -5.4% | -3.7% | -1.8% | -7.8% |
| 1Y | -3.8% | -6.5% | +2.7% | -6.6% |
| 3Y | +36.6% | +12.9% | +23.7% | +20.2% |
| 5Y | +27.4% | -68.3% | +95.6% | +21.4% |
| All | +64.0% | -43.3% | +107.3% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling