+8,438.8%
USB vs ES
+1,243.3%
+7,195.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -1.3% | -2.0% | +0.7% | -0.7% |
| 3M | +15.2% | +1.7% | +13.6% | +14.5% |
| 6M | +18.8% | -3.5% | +22.4% | +19.9% |
| YTD | +21.0% | +7.9% | +13.1% | +17.3% |
| 1Y | +34.0% | +17.2% | +16.9% | +25.4% |
| 3Y | +95.3% | +29.3% | +66.0% | +74.2% |
| 5Y | +40.4% | -5.7% | +46.1% | +37.9% |
| 10Y | +107.3% | +85.2% | +22.1% | +61.5% |
| All | +8,438.8% | +1,243.3% | +7,195.6% | +4,137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling