+91.7%
USB vs CAPR
-68.5%
+160.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | 0.0% | +41.1% | -41.1% | -0.6% |
| 30D | +5.8% | +11.1% | -5.3% | +5.6% |
| 3M | -6.0% | +115.3% | -121.3% | -7.5% |
| 6M | +7.8% | -73.8% | +81.6% | +8.7% |
| YTD | +14.6% | -68.8% | +83.4% | +15.1% |
| 1Y | +31.8% | +43.3% | -11.5% | +24.6% |
| 3Y | +91.5% | +214.7% | -123.2% | +74.1% |
| 5Y | +22.0% | +141.3% | -119.2% | +10.3% |
| All | +91.7% | -68.5% | +160.3% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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