+22.7%
USB vs ELV
+9.4%
+13.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.5% | +2.4% | -3.8% | -1.9% |
| 30D | +4.3% | +8.0% | -3.7% | +2.9% |
| 3M | -6.1% | +10.9% | -17.0% | -7.8% |
| 6M | +9.4% | +18.0% | -8.6% | +5.8% |
| YTD | +15.2% | +25.0% | -9.9% | +9.5% |
| 1Y | +32.8% | +38.5% | -5.8% | +23.4% |
| 3Y | +91.3% | +1.0% | +90.3% | +85.9% |
| 5Y | +22.7% | +10.1% | +12.5% | +9.3% |
| All | +22.7% | +9.4% | +13.3% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling