+91.7%
USB vs ECL
+199.1%
-107.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | +5.8% | +8.1% | -2.3% | +1.0% |
| 3M | -6.0% | +6.4% | -12.3% | -9.6% |
| 6M | +7.8% | +14.8% | -7.0% | -1.3% |
| YTD | +14.6% | +15.5% | -0.9% | +4.0% |
| 1Y | +31.8% | +20.1% | +11.7% | +16.6% |
| 3Y | +91.5% | +77.8% | +13.8% | +30.1% |
| 5Y | +22.0% | +37.9% | -15.8% | -4.1% |
| All | +91.7% | +199.1% | -107.4% | -0.9% |
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