+39.6%
XLY vs USB
+101.7%
-62.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | -1.8% | +15.2% | -17.0% | -7.8% |
| 6M | -0.9% | +18.8% | -19.7% | -8.3% |
| YTD | -3.4% | +21.0% | -24.4% | -11.6% |
| 1Y | -1.5% | +34.0% | -35.5% | -14.1% |
| All | +39.6% | +101.7% | -62.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling