+450.6%
USB vs A
+535.2%
-84.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.3% |
| 7D | -1.5% | -5.2% | +3.7% | -0.1% |
| 30D | +4.3% | +1.4% | +2.8% | +3.8% |
| 3M | -6.1% | +21.9% | -28.0% | -11.4% |
| 6M | +9.4% | +46.7% | -37.3% | -2.6% |
| YTD | +15.2% | +27.2% | -12.0% | +6.3% |
| 1Y | +32.8% | +17.9% | +14.8% | +25.1% |
| 3Y | +91.3% | +61.1% | +30.2% | +63.5% |
| 5Y | +22.7% | +13.8% | +8.8% | +13.8% |
| 10Y | +97.0% | +318.8% | -221.8% | +31.1% |
| All | +450.6% | +535.2% | -84.7% | +164.5% |
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