+92.7%
USB vs A
+312.6%
-219.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -0.8% |
| 7D | -1.5% | -5.2% | +3.7% | +0.8% |
| 30D | +4.3% | +1.4% | +2.8% | +3.5% |
| 3M | -6.1% | +21.9% | -28.0% | -14.6% |
| 6M | +9.4% | +46.7% | -37.3% | -9.8% |
| YTD | +15.2% | +27.2% | -12.0% | +0.9% |
| 1Y | +32.8% | +17.9% | +14.8% | +20.5% |
| 3Y | +91.3% | +61.1% | +30.2% | +43.4% |
| 5Y | +22.7% | +13.8% | +8.8% | +7.0% |
| All | +92.7% | +312.6% | -219.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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