+12.8%
EFA vs USB
+32.1%
-19.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +1.6% | +5.7% | -4.1% | -0.1% |
| 3M | -3.2% | -4.7% | +1.5% | -1.9% |
| 6M | +2.5% | +13.4% | -10.9% | -2.1% |
| YTD | +10.7% | +17.0% | -6.3% | +3.4% |
| 1Y | +12.8% | +32.4% | -19.6% | +0.5% |
| All | +12.8% | +32.1% | -19.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling