+22.7%
USB vs EFX
-29.5%
+52.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -1.5% | +8.1% | -9.5% | -3.9% |
| 30D | +4.3% | +36.0% | -31.8% | -5.8% |
| 3M | -6.1% | +9.6% | -15.7% | -9.5% |
| 6M | +9.4% | +14.7% | -5.3% | +3.0% |
| YTD | +15.2% | -9.9% | +25.0% | +16.7% |
| 1Y | +32.8% | -5.4% | +38.2% | +32.1% |
| 3Y | +91.3% | +9.3% | +82.0% | +74.0% |
| 5Y | +22.7% | -29.1% | +51.8% | +21.5% |
| All | +22.7% | -29.5% | +52.1% | +21.5% |
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