+2,449.7%
USB vs EL
+1,750.9%
+698.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | +4.3% | +15.3% | -11.0% | -0.7% |
| 3M | -6.1% | +24.2% | -30.3% | -13.6% |
| 6M | +9.4% | +30.9% | -21.5% | -1.8% |
| YTD | +15.2% | +3.9% | +11.3% | +9.3% |
| 1Y | +32.8% | +19.9% | +12.9% | +19.7% |
| 3Y | +91.3% | +2.5% | +88.8% | +69.6% |
| 5Y | +22.7% | -66.7% | +89.4% | +56.8% |
| 10Y | +97.0% | +54.9% | +42.2% | +44.1% |
| All | +2,449.7% | +1,750.9% | +698.8% | +789.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling