+67.6%
EFA vs USB
+99.4%
-31.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.3% |
| 7D | +1.2% | +0.8% | +0.5% | +1.0% |
| 30D | +1.5% | +6.8% | -5.3% | -0.3% |
| 3M | -3.3% | -3.8% | +0.5% | -2.4% |
| 6M | +2.6% | +11.7% | -9.2% | -0.9% |
| YTD | +11.0% | +17.5% | -6.5% | +5.6% |
| 1Y | +15.1% | +33.8% | -18.6% | +5.7% |
| 3Y | +67.6% | +104.2% | -36.6% | +33.6% |
| All | +67.6% | +99.4% | -31.7% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling