+26.4%
USB vs EFV
+92.7%
-66.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | -0.2% |
| 7D | +0.8% | +1.7% | -1.0% | -1.0% |
| 30D | +6.8% | +3.4% | +3.3% | +3.2% |
| 3M | -3.8% | -1.7% | -2.1% | -2.2% |
| 6M | +11.7% | +6.4% | +5.3% | +4.6% |
| YTD | +17.5% | +16.3% | +1.2% | -0.5% |
| 1Y | +33.8% | +22.9% | +10.8% | +6.7% |
| 3Y | +104.2% | +92.8% | +11.4% | -2.8% |
| 5Y | +26.4% | +93.5% | -67.1% | -38.7% |
| All | +26.4% | +92.7% | -66.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling