+1,059.7%
TER vs USB
+100.3%
+959.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -7.8% |
| 7D | -19.9% | +2.4% | -22.3% | -21.0% |
| 30D | -43.5% | +6.6% | -50.1% | -45.6% |
| 3M | -37.8% | -4.1% | -33.7% | -36.8% |
| 6M | -25.6% | +12.5% | -38.0% | -31.0% |
| YTD | +29.8% | +17.6% | +12.2% | +18.1% |
| 1Y | +43.2% | +36.5% | +6.7% | +20.6% |
| 3Y | +189.3% | +95.4% | +93.9% | +103.2% |
| 5Y | +76.9% | +26.1% | +50.8% | +50.5% |
| 10Y | +1,059.7% | +101.3% | +958.4% | +731.2% |
| All | +1,059.7% | +100.3% | +959.4% | +731.2% |
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 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