+108.7%
USB vs ALL
+370.7%
-261.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.6% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -1.3% | -1.5% | +0.2% | -0.7% |
| 3M | +15.2% | +23.6% | -8.4% | -0.6% |
| 6M | +18.8% | +22.3% | -3.5% | +2.9% |
| YTD | +21.0% | +26.5% | -5.5% | +1.8% |
| 1Y | +34.0% | +27.0% | +7.0% | +11.9% |
| 3Y | +95.3% | +149.6% | -54.3% | -4.3% |
| 5Y | +40.4% | +118.1% | -77.7% | -26.4% |
| All | +108.7% | +370.7% | -261.9% | -33.5% |
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