+108.7%
USB vs EL
+31.9%
+76.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.2% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -1.3% | +19.8% | -21.1% | -7.4% |
| 3M | +15.2% | +25.7% | -10.5% | +6.3% |
| 6M | +18.8% | +5.4% | +13.4% | +14.6% |
| YTD | +21.0% | +0.2% | +20.8% | +17.1% |
| 1Y | +34.0% | +20.4% | +13.6% | +20.8% |
| 3Y | +95.3% | -32.1% | +127.5% | +104.1% |
| 5Y | +40.4% | -67.2% | +107.6% | +95.5% |
| All | +108.7% | +31.9% | +76.8% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling