+89.1%
U vs USB
+90.4%
-1.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.1% | +17.0% | +16.6% |
| 7D | +24.3% | -1.5% | +25.7% | +25.5% |
| 30D | +8.6% | +4.3% | +4.3% | +4.3% |
| 3M | +37.6% | -6.1% | +43.7% | +44.0% |
| 6M | +78.5% | +9.4% | +69.1% | +62.1% |
| YTD | +10.5% | +15.2% | -4.7% | -3.9% |
| 1Y | +15.2% | +32.8% | -17.5% | -12.3% |
| All | +89.1% | +90.4% | -1.4% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling