+8,200.6%
USB vs ES
+1,247.8%
+6,952.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | +2.4% | +5.3% | -2.9% | +0.7% |
| 30D | +6.6% | +8.9% | -2.4% | +3.6% |
| 3M | -4.1% | -1.9% | -2.2% | -3.6% |
| 6M | +12.5% | +3.9% | +8.6% | +10.8% |
| YTD | +17.6% | +8.3% | +9.4% | +13.8% |
| 1Y | +36.5% | -0.1% | +36.6% | +35.0% |
| 3Y | +95.4% | +46.0% | +49.4% | +67.4% |
| 5Y | +26.1% | +3.1% | +23.1% | +20.3% |
| 10Y | +101.3% | +88.4% | +12.8% | +56.0% |
| All | +8,200.6% | +1,247.8% | +6,952.8% | +4,011.7% |
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