+98.3%
USB vs EL
-31.7%
+129.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.8% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -1.3% | +19.8% | -21.1% | -4.8% |
| 3M | +15.2% | +25.7% | -10.5% | +10.0% |
| 6M | +18.8% | +5.4% | +13.4% | +16.7% |
| YTD | +21.0% | +0.2% | +20.8% | +19.0% |
| 1Y | +34.0% | +20.4% | +13.6% | +26.2% |
| All | +98.3% | -31.7% | +129.9% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling