+462.4%
USB vs A
+555.2%
-92.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +2.4% | -2.4% | +4.8% | +3.0% |
| 30D | +6.6% | +3.6% | +3.0% | +5.5% |
| 3M | -4.1% | +27.5% | -31.6% | -10.6% |
| 6M | +12.5% | +58.5% | -46.0% | -2.0% |
| YTD | +17.6% | +31.2% | -13.5% | +7.7% |
| 1Y | +36.5% | +22.2% | +14.3% | +27.4% |
| 3Y | +95.4% | +66.2% | +29.2% | +65.6% |
| 5Y | +26.1% | +16.5% | +9.7% | +16.3% |
| 10Y | +101.3% | +332.0% | -230.7% | +32.8% |
| All | +462.4% | +555.2% | -92.8% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling