+22.0%
USB vs BEN
+19.4%
+2.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -3.1% |
| 7D | 0.0% | +6.6% | -6.6% | -3.6% |
| 30D | +5.8% | +3.8% | +2.0% | +3.4% |
| 3M | -6.0% | +0.2% | -6.2% | -6.4% |
| 6M | +7.8% | +10.4% | -2.7% | +1.1% |
| YTD | +14.6% | +46.2% | -31.6% | -8.9% |
| 1Y | +31.8% | +52.3% | -20.5% | +2.1% |
| 3Y | +91.5% | +65.9% | +25.6% | +37.0% |
| All | +22.0% | +19.4% | +2.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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