+34.0%
USB vs EFV
+30.7%
+3.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +1.5% | 0.0% | +0.5% |
| 30D | -1.3% | +1.7% | -3.0% | -2.4% |
| 3M | +15.2% | +8.6% | +6.6% | +9.2% |
| 6M | +18.8% | +11.7% | +7.2% | +10.7% |
| YTD | +21.0% | +19.3% | +1.7% | +5.6% |
| 1Y | +34.0% | +30.2% | +3.8% | +9.8% |
| All | +34.0% | +30.7% | +3.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling