+218.2%
XLY vs USB
+104.7%
+113.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -6.0% | -3.2% | -2.8% | -4.8% |
| 3M | -2.7% | +11.8% | -14.6% | -7.2% |
| 6M | -1.5% | +21.4% | -22.9% | -9.1% |
| YTD | -5.4% | +18.6% | -24.0% | -12.2% |
| 1Y | -3.8% | +30.8% | -34.6% | -14.3% |
| 3Y | +36.6% | +96.5% | -59.9% | +2.0% |
| 5Y | +27.4% | +38.4% | -11.0% | +7.0% |
| 10Y | +218.2% | +106.7% | +111.5% | +115.3% |
| All | +218.2% | +104.7% | +113.5% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling