+26.1%
USB vs EL
-64.6%
+90.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +0.5% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | +6.6% | +20.1% | -13.5% | +2.2% |
| 3M | -4.1% | +29.3% | -33.4% | -10.1% |
| 6M | +12.5% | +38.8% | -26.3% | +3.2% |
| YTD | +17.6% | +8.1% | +9.5% | +12.9% |
| 1Y | +36.5% | +22.3% | +14.2% | +26.6% |
| 3Y | +95.4% | +6.7% | +88.7% | +77.0% |
| 5Y | +26.1% | -64.4% | +90.5% | +56.9% |
| All | +26.1% | -64.6% | +90.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling