+108.7%
USB vs ES
+84.4%
+24.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -1.3% | -2.0% | +0.7% | -0.6% |
| 3M | +15.2% | +1.7% | +13.6% | +14.3% |
| 6M | +18.8% | -3.5% | +22.4% | +20.0% |
| YTD | +21.0% | +7.9% | +13.1% | +16.7% |
| 1Y | +34.0% | +17.2% | +16.9% | +23.7% |
| 3Y | +95.3% | +29.3% | +66.0% | +69.6% |
| 5Y | +40.4% | -5.7% | +46.1% | +37.6% |
| All | +108.7% | +84.4% | +24.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling