+238.3%
XLY vs USB
+87.1%
+151.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | +3.2% | +1.4% | +1.7% | +2.6% |
| 30D | +7.3% | +6.4% | +0.8% | +4.6% |
| 3M | +1.4% | -4.5% | +5.8% | +3.1% |
| 6M | +1.1% | +11.4% | -10.2% | -3.5% |
| YTD | +2.0% | +17.1% | -15.1% | -4.8% |
| 1Y | +2.1% | +32.6% | -30.4% | -9.4% |
| 3Y | +53.8% | +101.8% | -48.1% | +14.1% |
| 5Y | +24.0% | +25.1% | -1.2% | +8.6% |
| 10Y | +238.3% | +84.9% | +153.5% | +148.5% |
| All | +238.3% | +87.1% | +151.3% | +148.5% |
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