+108.7%
USB vs ESI
+316.2%
-207.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | +1.4% | +3.3% | -1.9% | 0.0% |
| 30D | -1.3% | -5.9% | +4.6% | +1.0% |
| 3M | +15.2% | -14.1% | +29.3% | +20.3% |
| 6M | +18.8% | +6.6% | +12.3% | +10.7% |
| YTD | +21.0% | +45.0% | -24.0% | -3.0% |
| 1Y | +34.0% | +41.5% | -7.4% | +7.9% |
| 3Y | +95.3% | +78.8% | +16.6% | +37.8% |
| 5Y | +40.4% | +70.9% | -30.5% | -1.4% |
| All | +108.7% | +316.2% | -207.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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