Stock and ETF performance explorer

USB vs EA

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1mo.

Portfolio and benchmark returns by period
Period	Portfolio	EA	Excess	Alpha
1D	+0.4%	0.0%	+0.4%	N/A
All	-0.1%	-0.1%	0.0%	N/A

Daily percentage return beside EA.

Portfolio return minus EA return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1mo: compounded portfolio wealth divided by compounded EA wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.