+678.2%
GOOG vs USB
+84.9%
+593.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -16.7% | +5.7% | -22.4% | -18.4% |
| 3M | -15.2% | -4.7% | -10.5% | -14.0% |
| 6M | -24.8% | +13.4% | -38.2% | -28.2% |
| YTD | -7.2% | +17.0% | -24.2% | -12.6% |
| 1Y | -0.1% | +32.4% | -32.5% | -9.8% |
| 3Y | +118.8% | +101.7% | +17.2% | +68.2% |
| 5Y | +99.9% | +24.4% | +75.5% | +78.8% |
| 10Y | +678.2% | +83.6% | +594.6% | +537.0% |
| All | +678.2% | +84.9% | +593.3% | +537.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling