+25.7%
USB vs EQT
+164.3%
-138.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +2.6% | +6.9% | -4.3% | +1.1% |
| 30D | +8.4% | +0.4% | +8.0% | +8.2% |
| 3M | -5.5% | -2.0% | -3.5% | -5.3% |
| 6M | +17.7% | -5.0% | +22.7% | +18.5% |
| YTD | +17.6% | -0.3% | +17.9% | +16.2% |
| 1Y | +33.9% | -11.3% | +45.2% | +35.8% |
| 3Y | +103.8% | +38.3% | +65.5% | +79.7% |
| All | +25.7% | +164.3% | -138.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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