+29.0%
U vs USB
+31.9%
-3.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +36.6% | 0.0% | +36.6% | +36.1% |
| 30D | +13.3% | +5.8% | +7.5% | +9.4% |
| 3M | +26.2% | -6.0% | +32.1% | +30.0% |
| 6M | +88.7% | +7.8% | +81.0% | +77.6% |
| YTD | +16.6% | +14.6% | +2.0% | +10.5% |
| 1Y | +29.0% | +31.8% | -2.8% | +9.0% |
| All | +29.0% | +31.9% | -3.0% | +9.0% |
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