-37.9%
U vs USB
+111.5%
-149.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.8% |
| 7D | +7.5% | +2.4% | +5.1% | +6.1% |
| 30D | -7.0% | +6.6% | -13.6% | -10.4% |
| 3M | +20.6% | -4.1% | +24.6% | +23.1% |
| 6M | +53.2% | +12.5% | +40.7% | +42.2% |
| YTD | -3.9% | +17.6% | -21.5% | -12.8% |
| 1Y | +18.4% | +36.5% | -18.1% | -1.3% |
| 3Y | +53.6% | +95.4% | -41.8% | +9.0% |
| 5Y | -72.0% | +26.1% | -98.1% | -79.4% |
| All | -37.9% | +111.5% | -149.4% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling