+8,026.5%
USB vs ED
+2,522.9%
+5,503.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -1.5% | +5.2% | -6.6% | -3.5% |
| 30D | +4.3% | +15.5% | -11.2% | -1.6% |
| 3M | -6.1% | +13.0% | -19.1% | -10.7% |
| 6M | +9.4% | +13.1% | -3.7% | +3.8% |
| YTD | +15.2% | +25.3% | -10.1% | +4.3% |
| 1Y | +32.8% | +30.5% | +2.2% | +18.0% |
| 3Y | +91.3% | +49.3% | +42.0% | +57.7% |
| 5Y | +22.7% | +84.6% | -61.9% | -9.0% |
| 10Y | +97.0% | +135.4% | -38.4% | +27.3% |
| All | +8,026.5% | +2,522.9% | +5,503.6% | +2,296.0% |
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