+84.9%
USB vs A
+312.5%
-227.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.2% |
| 7D | +1.4% | +1.4% | +0.1% | +0.8% |
| 30D | +6.4% | +4.3% | +2.1% | +4.3% |
| 3M | -4.5% | +19.8% | -24.3% | -12.4% |
| 6M | +11.4% | +54.4% | -43.0% | -10.2% |
| YTD | +17.1% | +31.7% | -14.6% | +1.1% |
| 1Y | +32.6% | +22.4% | +10.1% | +18.4% |
| 3Y | +101.8% | +67.7% | +34.1% | +48.8% |
| 5Y | +25.1% | +15.7% | +9.4% | +8.7% |
| 10Y | +84.9% | +308.7% | -223.8% | -10.9% |
| All | +84.9% | +312.5% | -227.6% | -10.9% |
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