+32.8%
USB vs ES
+1.7%
+31.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -1.5% | +5.9% | -7.4% | -1.9% |
| 30D | +4.3% | +10.2% | -5.9% | +3.6% |
| 3M | -6.1% | +0.4% | -6.5% | -6.4% |
| 6M | +9.4% | +6.9% | +2.5% | +9.0% |
| YTD | +15.2% | +10.5% | +4.7% | +14.9% |
| 1Y | +32.8% | +3.2% | +29.6% | +31.8% |
| All | +32.8% | +1.7% | +31.1% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling