-28.6%
U vs USB
+107.0%
-135.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.1% | +17.0% | +16.1% |
| 7D | +24.3% | -1.5% | +25.7% | +25.1% |
| 30D | +8.6% | +4.3% | +4.3% | +5.7% |
| 3M | +37.6% | -6.1% | +43.7% | +41.9% |
| 6M | +78.5% | +9.4% | +69.1% | +68.0% |
| YTD | +10.5% | +15.2% | -4.7% | +1.3% |
| 1Y | +15.2% | +32.8% | -17.5% | -2.7% |
| 3Y | +76.6% | +91.3% | -14.7% | +26.6% |
| 5Y | -67.9% | +22.7% | -90.5% | -76.1% |
| All | -28.6% | +107.0% | -135.6% | -28.2% |
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