+8.0%
U vs USB
+95.2%
-87.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -3.8% | +1.4% | -5.3% | -4.9% |
| 30D | +17.5% | -1.3% | +18.8% | +18.6% |
| 3M | +38.7% | +15.2% | +23.5% | +22.3% |
| 6M | +104.4% | +18.8% | +85.6% | +73.8% |
| YTD | -5.7% | +21.0% | -26.7% | -20.3% |
| 1Y | +3.7% | +34.0% | -30.3% | -20.1% |
| All | +8.0% | +95.2% | -87.2% | -38.5% |
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