+8,438.8%
USB vs ED
+2,217.3%
+6,221.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.3% |
| 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% | +13.3% |
| 6M | +18.8% | -3.0% | +21.9% | +19.9% |
| YTD | +21.0% | +10.7% | +10.3% | +15.3% |
| 1Y | +34.0% | +13.3% | +20.7% | +26.1% |
| 3Y | +95.3% | +34.5% | +60.8% | +68.0% |
| 5Y | +40.4% | +67.1% | -26.8% | +8.3% |
| 10Y | +107.3% | +103.0% | +4.3% | +42.2% |
| All | +8,438.8% | +2,217.3% | +6,221.5% | +2,549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling