+41.2%
USB vs ED
+67.1%
-25.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +15.2% | +3.9% | +11.3% | +14.3% |
| 6M | +18.8% | -3.0% | +21.9% | +19.3% |
| YTD | +21.0% | +10.7% | +10.3% | +17.9% |
| 1Y | +34.0% | +13.3% | +20.7% | +29.6% |
| 3Y | +95.3% | +34.5% | +60.8% | +75.0% |
| All | +41.2% | +67.1% | -25.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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