+293.4%
C vs USB
+107.5%
+185.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | +3.6% | +1.4% | +2.2% | +2.4% |
| 30D | +0.1% | -1.3% | +1.4% | +1.2% |
| 3M | +2.4% | +15.2% | -12.8% | -9.4% |
| 6M | +24.9% | +18.8% | +6.1% | +7.6% |
| YTD | +19.8% | +21.0% | -1.2% | +1.8% |
| 1Y | +44.9% | +34.0% | +10.8% | +12.7% |
| 3Y | +263.0% | +95.3% | +167.7% | +98.0% |
| 5Y | +129.5% | +40.4% | +89.2% | +60.8% |
| All | +293.4% | +107.5% | +185.9% | +79.9% |
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