-39.0%
U vs USB
+117.5%
-156.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | +1.4% | -5.3% | -4.6% |
| 30D | +17.5% | -1.3% | +18.8% | +18.2% |
| 3M | +38.7% | +15.2% | +23.5% | +27.4% |
| 6M | +104.4% | +18.8% | +85.6% | +83.6% |
| YTD | -5.7% | +21.0% | -26.7% | -15.6% |
| 1Y | +3.7% | +34.0% | -30.3% | -12.5% |
| 3Y | +12.3% | +95.3% | -83.0% | -20.6% |
| 5Y | -68.8% | +40.4% | -109.2% | -76.6% |
| All | -39.0% | +117.5% | -156.6% | -40.2% |
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