+302.3%
USB vs EFV
+245.4%
+57.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -0.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | +4.3% | +1.2% | +3.1% | +3.2% |
| 3M | -6.1% | -2.1% | -4.0% | -4.2% |
| 6M | +9.4% | +6.4% | +3.0% | +2.9% |
| YTD | +15.2% | +14.8% | +0.4% | +0.5% |
| 1Y | +32.8% | +22.4% | +10.3% | +9.1% |
| 3Y | +91.3% | +86.6% | +4.7% | +5.5% |
| 5Y | +22.7% | +90.4% | -67.7% | -32.8% |
| 10Y | +97.0% | +164.4% | -67.4% | -17.3% |
| All | +302.3% | +245.4% | +57.0% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling