+8,026.5%
USB vs EFX
+7,025.4%
+1,001.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -1.5% | +8.1% | -9.5% | -4.2% |
| 30D | +4.3% | +36.0% | -31.8% | -6.9% |
| 3M | -6.1% | +9.6% | -15.7% | -9.9% |
| 6M | +9.4% | +14.7% | -5.3% | +2.3% |
| YTD | +15.2% | -9.9% | +25.0% | +15.9% |
| 1Y | +32.8% | -5.4% | +38.2% | +31.3% |
| 3Y | +91.3% | +9.3% | +82.0% | +75.1% |
| 5Y | +22.7% | -29.1% | +51.8% | +28.0% |
| 10Y | +97.0% | +72.5% | +24.6% | +42.0% |
| All | +8,026.5% | +7,025.4% | +1,001.1% | +2,365.3% |
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