+92.7%
USB vs ECL
+204.3%
-111.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.4% |
| 7D | -1.5% | +1.7% | -3.1% | -2.4% |
| 30D | +4.3% | +8.9% | -4.6% | -0.9% |
| 3M | -6.1% | +7.4% | -13.5% | -10.2% |
| 6M | +9.4% | +19.3% | -9.9% | -2.2% |
| YTD | +15.2% | +17.4% | -2.3% | +3.5% |
| 1Y | +32.8% | +19.4% | +13.4% | +17.9% |
| 3Y | +91.3% | +80.5% | +10.8% | +28.8% |
| 5Y | +22.7% | +40.2% | -17.6% | -4.6% |
| All | +92.7% | +204.3% | -111.6% | -1.4% |
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