+8,200.6%
USB vs ECL
+14,726.2%
-6,525.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.2% |
| 7D | +2.4% | +7.7% | -5.3% | -1.3% |
| 30D | +6.6% | +13.7% | -7.1% | 0.0% |
| 3M | -4.1% | +11.6% | -15.6% | -9.3% |
| 6M | +12.5% | +23.9% | -11.4% | +0.8% |
| YTD | +17.6% | +21.0% | -3.3% | +6.3% |
| 1Y | +36.5% | +23.1% | +13.4% | +22.2% |
| 3Y | +95.4% | +85.9% | +9.5% | +41.0% |
| 5Y | +26.1% | +46.1% | -19.9% | +0.4% |
| 10Y | +101.3% | +217.1% | -115.8% | +11.2% |
| All | +8,200.6% | +14,726.2% | -6,525.5% | +1,897.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling