+8,026.5%
USB vs EIX
+1,190.5%
+6,836.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -1.5% | +2.5% | -4.0% | -2.1% |
| 30D | +4.3% | +14.1% | -9.8% | +0.7% |
| 3M | -6.1% | -9.4% | +3.4% | -5.0% |
| 6M | +9.4% | -9.1% | +18.5% | +10.3% |
| YTD | +15.2% | +7.1% | +8.0% | +10.6% |
| 1Y | +32.8% | +13.3% | +19.5% | +25.5% |
| 3Y | +91.3% | +10.9% | +80.4% | +79.7% |
| 5Y | +22.7% | +21.0% | +1.7% | +11.8% |
| 10Y | +97.0% | +33.6% | +63.4% | +70.8% |
| All | +8,026.5% | +1,190.5% | +6,836.0% | +4,113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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