+302.3%
USB vs EFV
+72.7%
+229.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -50.9% | +48.8% | +36.3% |
| 7D | -1.5% | -49.8% | +48.4% | +34.4% |
| 30D | +4.3% | -49.4% | +53.7% | +41.2% |
| 3M | -6.1% | -51.0% | +45.0% | +31.0% |
| 6M | +9.4% | -46.8% | +56.2% | +40.8% |
| YTD | +15.2% | -42.6% | +57.8% | +37.5% |
| 1Y | +32.8% | -38.8% | +71.5% | +49.3% |
| 3Y | +91.3% | -6.7% | +98.0% | +44.3% |
| 5Y | +22.7% | -4.8% | +27.5% | -8.1% |
| 10Y | +97.0% | +32.2% | +64.8% | +13.1% |
| All | +302.3% | +72.7% | +229.7% | +92.5% |
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