+146.5%
EFA vs USB
+83.8%
+62.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.4% |
| 30D | +1.4% | +8.4% | -7.0% | -1.4% |
| 3M | -4.2% | -5.5% | +1.4% | -2.4% |
| 6M | +1.9% | +17.7% | -15.8% | -3.9% |
| YTD | +10.2% | +17.6% | -7.4% | +3.7% |
| 1Y | +12.8% | +33.9% | -21.1% | +1.5% |
| 3Y | +65.2% | +103.8% | -38.6% | +25.5% |
| 5Y | +49.8% | +25.6% | +24.2% | +32.5% |
| All | +146.5% | +83.8% | +62.7% | +81.7% |
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 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