+91.7%
USB vs EFX
+66.3%
+25.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.9% |
| 30D | +5.8% | +33.1% | -27.3% | -4.4% |
| 3M | -6.0% | +8.2% | -14.1% | -9.3% |
| 6M | +7.8% | +10.2% | -2.4% | +2.5% |
| YTD | +14.6% | -11.8% | +26.4% | +16.6% |
| 1Y | +31.8% | -6.1% | +37.9% | +30.9% |
| 3Y | +91.5% | +7.5% | +84.0% | +75.8% |
| 5Y | +22.0% | -30.7% | +52.7% | +28.0% |
| All | +91.7% | +66.3% | +25.5% | +43.7% |
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