+91.5%
USB vs EFX
+7.5%
+84.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | +5.8% | +33.1% | -27.3% | -2.5% |
| 3M | -6.0% | +8.2% | -14.1% | -8.6% |
| 6M | +7.8% | +10.2% | -2.4% | +3.6% |
| YTD | +14.6% | -11.8% | +26.4% | +17.4% |
| 1Y | +31.8% | -6.1% | +37.9% | +31.8% |
| 3Y | +91.5% | +7.5% | +84.0% | +46.2% |
| All | +91.5% | +7.5% | +84.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling