+41.2%
USB vs EFX
-33.8%
+75.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +1.8% |
| 7D | +1.4% | -8.6% | +10.1% | +4.3% |
| 30D | -1.3% | +0.1% | -1.4% | -1.7% |
| 3M | +15.2% | +3.8% | +11.4% | +12.7% |
| 6M | +18.8% | -13.5% | +32.3% | +23.2% |
| YTD | +21.0% | -17.7% | +38.7% | +26.7% |
| 1Y | +34.0% | -25.6% | +59.6% | +44.9% |
| 3Y | +95.3% | -12.1% | +107.4% | +92.4% |
| All | +41.2% | -33.8% | +75.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling