+51.5%
EFA vs USB
+25.6%
+25.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +0.9% | +6.4% | -5.5% | -0.9% |
| 3M | -3.4% | -4.5% | +1.1% | -2.2% |
| 6M | +2.0% | +11.4% | -9.4% | -1.5% |
| YTD | +10.4% | +17.1% | -6.7% | +4.9% |
| 1Y | +13.3% | +32.6% | -19.3% | +3.7% |
| 3Y | +65.9% | +101.8% | -35.9% | +31.3% |
| 5Y | +51.5% | +25.1% | +26.3% | +39.7% |
| All | +51.5% | +25.6% | +25.9% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling