+50.3%
XLY vs USB
+89.5%
-39.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.9% | 0.0% | +1.9% | +2.0% |
| 30D | +5.6% | +5.8% | -0.3% | +2.9% |
| 3M | -0.2% | -6.0% | +5.7% | +2.4% |
| 6M | -1.5% | +7.8% | -9.3% | -5.2% |
| YTD | -0.9% | +14.6% | -15.5% | -7.7% |
| 1Y | +0.7% | +31.8% | -31.1% | -12.3% |
| 3Y | +50.3% | +91.5% | -41.2% | +11.8% |
| All | +50.3% | +89.5% | -39.2% | +11.8% |
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