+369.9%
EFA vs USB
+463.5%
-93.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | -1.5% | +4.3% | -5.8% | -3.0% |
| 3M | -4.4% | -6.1% | +1.7% | -2.3% |
| 6M | +2.2% | +9.4% | -7.2% | -1.5% |
| YTD | +8.6% | +15.2% | -6.5% | +2.5% |
| 1Y | +12.8% | +32.8% | -19.9% | +0.9% |
| 3Y | +62.0% | +91.3% | -29.3% | +23.5% |
| 5Y | +46.9% | +22.7% | +24.3% | +28.3% |
| 10Y | +143.7% | +97.0% | +46.7% | +67.1% |
| All | +369.9% | +463.5% | -93.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling