+714.7%
USB vs ELV
+2,525.7%
-1,811.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.8% | +3.2% | -4.0% | -1.9% |
| 30D | -3.4% | +5.4% | -8.7% | -5.1% |
| 3M | +10.0% | +5.4% | +4.6% | +7.4% |
| 6M | +22.6% | +45.7% | -23.1% | +6.6% |
| YTD | +20.0% | +21.2% | -1.2% | +10.0% |
| 1Y | +32.5% | +35.6% | -3.1% | +16.2% |
| 3Y | +98.3% | -2.0% | +100.3% | +88.4% |
| 5Y | +41.0% | +26.0% | +14.9% | +19.5% |
| 10Y | +109.1% | +278.7% | -169.6% | +13.8% |
| All | +714.7% | +2,525.7% | -1,811.0% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded ELV 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling