+41.2%
USB vs ECL
+31.2%
+10.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -2.6% | +4.0% | +2.6% |
| 30D | -1.3% | -2.2% | +0.9% | -0.4% |
| 3M | +15.2% | +10.1% | +5.1% | +10.0% |
| 6M | +18.8% | -5.7% | +24.6% | +21.5% |
| YTD | +21.0% | +7.0% | +14.1% | +16.6% |
| 1Y | +34.0% | +2.7% | +31.4% | +31.2% |
| 3Y | +95.3% | +57.7% | +37.6% | +55.4% |
| All | +41.2% | +31.2% | +10.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling