+45.8%
EFA vs USB
+21.6%
+24.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -1.2% | +5.8% | -7.0% | -2.8% |
| 3M | -5.1% | -6.0% | +0.9% | -3.5% |
| 6M | -1.2% | +7.8% | -9.0% | -3.7% |
| YTD | +7.8% | +14.6% | -6.8% | +3.1% |
| 1Y | +12.2% | +31.8% | -19.6% | +2.9% |
| 3Y | +61.5% | +91.5% | -30.0% | +29.8% |
| All | +45.8% | +21.6% | +24.2% | +35.3% |
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