+32.8%
USB vs EL
+19.4%
+13.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.7% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | +4.3% | +15.3% | -11.0% | +2.9% |
| 3M | -6.1% | +24.2% | -30.3% | -8.0% |
| 6M | +9.4% | +30.9% | -21.5% | +6.3% |
| YTD | +15.2% | +3.9% | +11.3% | +12.3% |
| 1Y | +32.8% | +19.9% | +12.9% | +25.8% |
| All | +32.8% | +19.4% | +13.3% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling