+221.9%
C vs USB
+93.8%
+128.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -3.3% |
| 7D | -5.3% | -1.5% | -3.8% | -4.1% |
| 30D | -7.3% | +4.3% | -11.6% | -10.6% |
| 3M | -13.5% | -6.1% | -7.4% | -8.8% |
| 6M | -6.5% | +9.4% | -15.9% | -13.8% |
| YTD | +3.6% | +15.2% | -11.6% | -8.2% |
| 1Y | +18.9% | +32.8% | -13.9% | -6.7% |
| 3Y | +205.0% | +91.3% | +113.7% | +71.3% |
| 5Y | +109.4% | +22.7% | +86.7% | +67.1% |
| All | +221.9% | +93.8% | +128.1% | +57.9% |
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