+108.7%
USB vs ECL
+150.6%
-41.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -2.6% | +4.0% | +3.0% |
| 30D | -1.3% | -2.2% | +0.9% | -0.1% |
| 3M | +15.2% | +10.1% | +5.1% | +8.3% |
| 6M | +18.8% | -5.7% | +24.6% | +22.2% |
| YTD | +21.0% | +7.0% | +14.1% | +15.1% |
| 1Y | +34.0% | +2.7% | +31.4% | +30.1% |
| 3Y | +95.3% | +57.7% | +37.6% | +43.0% |
| 5Y | +40.4% | +31.1% | +9.2% | +13.0% |
| All | +108.7% | +150.6% | -41.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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