+81.3%
USB vs EFX
+80.5%
+0.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | +8.4% | +25.1% | -16.7% | -0.1% |
| 3M | -5.5% | +1.7% | -7.2% | -6.8% |
| 6M | +17.7% | +18.4% | -0.6% | +9.0% |
| YTD | +17.6% | -12.5% | +30.1% | +20.0% |
| 1Y | +33.9% | -8.1% | +42.0% | +34.0% |
| 3Y | +103.8% | +4.8% | +99.0% | +88.5% |
| 5Y | +25.6% | -30.1% | +55.7% | +31.5% |
| All | +81.3% | +80.5% | +0.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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