+41.2%
USB vs ALL
+118.4%
-77.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -1.3% | -1.5% | +0.2% | -0.8% |
| 3M | +15.2% | +23.6% | -8.4% | +3.6% |
| 6M | +18.8% | +22.3% | -3.5% | +7.1% |
| YTD | +21.0% | +26.5% | -5.5% | +6.9% |
| 1Y | +34.0% | +27.0% | +7.0% | +17.8% |
| 3Y | +95.3% | +149.6% | -54.3% | +13.0% |
| All | +41.2% | +118.4% | -77.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling