+8,438.8%
USB vs EFX
+6,408.3%
+2,030.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +2.0% |
| 7D | +1.4% | -8.6% | +10.1% | +4.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.7% |
| 3M | +15.2% | +3.8% | +11.4% | +12.4% |
| 6M | +18.8% | -13.5% | +32.3% | +23.1% |
| YTD | +21.0% | -17.7% | +38.7% | +26.5% |
| 1Y | +34.0% | -25.6% | +59.6% | +44.7% |
| 3Y | +95.3% | -12.1% | +107.4% | +94.5% |
| 5Y | +40.4% | -33.8% | +74.2% | +50.6% |
| 10Y | +107.3% | +45.1% | +62.2% | +59.6% |
| All | +8,438.8% | +6,408.3% | +2,030.6% | +2,590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling