+1,163.5%
C vs USB
+8,537.0%
-7,373.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | +3.6% | +1.4% | +2.2% | +2.5% |
| 30D | +0.1% | -1.3% | +1.4% | +1.1% |
| 3M | +2.4% | +15.2% | -12.8% | -8.3% |
| 6M | +24.9% | +18.8% | +6.1% | +9.2% |
| YTD | +19.8% | +21.0% | -1.2% | +3.5% |
| 1Y | +44.9% | +34.0% | +10.8% | +15.5% |
| 3Y | +263.0% | +95.3% | +167.7% | +111.5% |
| 5Y | +129.5% | +40.4% | +89.2% | +65.4% |
| 10Y | +291.6% | +107.3% | +184.3% | +117.7% |
| All | +1,163.5% | +8,537.0% | -7,373.4% | +138.0% |
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