+22.7%
USB vs BEN
+12.5%
+10.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | +0.6% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | +4.3% | -0.7% | +5.0% | +4.5% |
| 3M | -6.1% | -6.8% | +0.7% | -2.7% |
| 6M | +9.4% | +7.9% | +1.5% | +4.0% |
| YTD | +15.2% | +39.6% | -24.4% | -6.0% |
| 1Y | +32.8% | +48.5% | -15.8% | +4.3% |
| 3Y | +91.3% | +55.7% | +35.6% | +42.0% |
| 5Y | +22.7% | +15.1% | +7.5% | +8.8% |
| All | +22.7% | +12.5% | +10.1% | +8.8% |
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