+1,127.6%
XLY vs USB
+500.2%
+627.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | -1.8% | +15.2% | -17.0% | -7.1% |
| 6M | -0.9% | +18.8% | -19.7% | -7.4% |
| YTD | -3.4% | +21.0% | -24.4% | -10.5% |
| 1Y | -1.5% | +34.0% | -35.5% | -12.4% |
| 3Y | +38.8% | +95.3% | -56.5% | +5.5% |
| 5Y | +30.5% | +40.4% | -9.9% | +9.7% |
| 10Y | +215.3% | +107.3% | +108.0% | +117.1% |
| All | +1,127.6% | +500.2% | +627.4% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling