+89.2%
USB vs EFV
+165.2%
-76.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | -0.5% |
| 7D | +0.8% | +1.7% | -1.0% | -1.2% |
| 30D | +6.8% | +3.4% | +3.3% | +2.8% |
| 3M | -3.8% | -1.7% | -2.1% | -2.0% |
| 6M | +11.7% | +6.4% | +5.3% | +3.9% |
| YTD | +17.5% | +16.3% | +1.2% | -1.9% |
| 1Y | +33.8% | +22.9% | +10.8% | +4.8% |
| 3Y | +104.2% | +92.8% | +11.4% | -6.1% |
| 5Y | +26.4% | +93.5% | -67.1% | -41.4% |
| 10Y | +89.2% | +162.1% | -72.9% | -33.6% |
| All | +89.2% | +165.2% | -76.0% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling