+101.8%
USB vs EFX
+4.3%
+97.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | +6.4% | +29.1% | -22.7% | -1.1% |
| 3M | -4.5% | +4.3% | -8.7% | -6.1% |
| 6M | +11.4% | +7.7% | +3.6% | +7.8% |
| YTD | +17.1% | -12.5% | +29.6% | +20.2% |
| 1Y | +32.6% | -8.8% | +41.4% | +34.0% |
| 3Y | +101.8% | +4.3% | +97.5% | +59.6% |
| All | +101.8% | +4.3% | +97.5% | +59.6% |
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