+83.6%
USB vs EFX
+78.9%
+4.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.5% | -2.0% | +1.4% | +0.1% |
| 30D | +5.7% | +27.9% | -22.2% | -3.3% |
| 3M | -4.7% | +3.8% | -8.5% | -6.7% |
| 6M | +13.4% | +13.0% | +0.4% | +6.8% |
| YTD | +17.0% | -12.4% | +29.4% | +19.3% |
| 1Y | +32.4% | -10.4% | +42.8% | +33.8% |
| 3Y | +101.7% | +4.4% | +97.2% | +86.7% |
| 5Y | +24.4% | -28.9% | +53.3% | +29.4% |
| 10Y | +83.6% | +81.7% | +1.9% | +36.2% |
| All | +83.6% | +78.9% | +4.7% | +36.2% |
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