+199.9%
TER vs USB
+35.1%
+164.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.7% | +5.6% |
| 7D | +0.6% | +1.4% | -0.8% | -0.3% |
| 30D | -8.3% | -1.3% | -7.0% | -7.4% |
| 3M | -12.2% | +15.2% | -27.5% | -21.7% |
| 6M | +17.1% | +18.8% | -1.8% | +1.4% |
| YTD | +84.7% | +21.0% | +63.7% | +59.6% |
| 1Y | +199.9% | +34.0% | +165.9% | +140.0% |
| All | +199.9% | +35.1% | +164.8% | +140.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling