+108.7%
USB vs A
+247.9%
-139.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | +1.4% | -1.9% | +3.4% | +2.3% |
| 30D | -1.3% | +6.9% | -8.2% | -4.5% |
| 3M | +15.2% | +9.2% | +6.0% | +10.1% |
| 6M | +18.8% | +25.7% | -6.9% | +5.2% |
| YTD | +21.0% | +11.5% | +9.5% | +12.9% |
| 1Y | +34.0% | +18.4% | +15.7% | +20.8% |
| 3Y | +95.3% | +26.6% | +68.7% | +64.9% |
| 5Y | +40.4% | -12.8% | +53.2% | +40.3% |
| All | +108.7% | +247.9% | -139.2% | +6.2% |
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