+32.6%
USB vs EFX
-8.7%
+41.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +0.3% | +1.2% | +1.4% |
| 30D | +6.4% | +29.1% | -22.7% | +2.5% |
| 3M | -4.5% | +4.3% | -8.7% | -5.5% |
| 6M | +11.4% | +7.7% | +3.6% | +9.6% |
| YTD | +17.1% | -12.5% | +29.6% | +19.3% |
| 1Y | +32.6% | -8.8% | +41.4% | +31.4% |
| All | +32.6% | -8.7% | +41.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling