+92.7%
USB vs ALL
+392.9%
-300.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -1.5% | +4.2% | -5.7% | -4.0% |
| 30D | +4.3% | +18.9% | -14.6% | -6.5% |
| 3M | -6.1% | +1.2% | -7.3% | -7.3% |
| 6M | +9.4% | +23.2% | -13.8% | -5.8% |
| YTD | +15.2% | +30.0% | -14.8% | -5.1% |
| 1Y | +32.8% | +39.6% | -6.9% | +4.1% |
| 3Y | +91.3% | +115.2% | -23.9% | +4.8% |
| 5Y | +22.7% | +156.2% | -133.6% | -43.5% |
| All | +92.7% | +392.9% | -300.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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