+8,200.6%
USB vs ED
+2,498.3%
+5,702.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.7% |
| 7D | +2.4% | +5.4% | -3.0% | +0.2% |
| 30D | +6.6% | +16.4% | -9.8% | +0.2% |
| 3M | -4.1% | +11.9% | -16.0% | -8.4% |
| 6M | +12.5% | +11.6% | +0.9% | +7.3% |
| YTD | +17.6% | +24.1% | -6.5% | +7.0% |
| 1Y | +36.5% | +26.9% | +9.6% | +22.7% |
| 3Y | +95.4% | +47.9% | +47.5% | +61.7% |
| 5Y | +26.1% | +87.5% | -61.3% | -7.0% |
| 10Y | +101.3% | +133.2% | -32.0% | +30.6% |
| All | +8,200.6% | +2,498.3% | +5,702.3% | +2,357.0% |
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