-2.7%
XLY vs USB
+33.0%
-35.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -0.5% | +2.1% | -2.6% | -1.2% |
| 30D | -4.9% | -2.3% | -2.6% | -4.2% |
| 3M | -1.0% | +13.9% | -14.9% | -5.5% |
| 6M | 0.0% | +21.6% | -21.6% | -7.1% |
| YTD | -4.2% | +19.3% | -23.5% | -10.9% |
| 1Y | -2.7% | +33.6% | -36.2% | -14.0% |
| All | -2.7% | +33.0% | -35.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling