+98.3%
USB vs EFX
-11.7%
+109.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +1.7% |
| 7D | +1.4% | -8.6% | +10.1% | +4.2% |
| 30D | -1.3% | +0.1% | -1.4% | -1.7% |
| 3M | +15.2% | +3.8% | +11.4% | +12.8% |
| 6M | +18.8% | -13.5% | +32.3% | +23.3% |
| YTD | +21.0% | -17.7% | +38.7% | +27.1% |
| 1Y | +34.0% | -25.6% | +59.6% | +45.5% |
| All | +98.3% | -11.7% | +109.9% | +73.7% |
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 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