+18.2%
TER vs USB
+31.9%
-13.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.9% |
| 7D | -20.5% | 0.0% | -20.5% | -20.3% |
| 30D | -47.0% | +5.8% | -52.8% | -48.9% |
| 3M | -43.3% | -6.0% | -37.3% | -40.9% |
| 6M | -42.9% | +7.8% | -50.7% | -47.5% |
| YTD | +12.9% | +14.6% | -1.7% | -4.6% |
| 1Y | +18.2% | +31.8% | -13.6% | -11.6% |
| All | +18.2% | +31.9% | -13.8% | -11.6% |
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