+92.7%
USB vs ESI
+304.8%
-212.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | +1.2% |
| 7D | -1.5% | -13.1% | +11.6% | +4.1% |
| 30D | +4.3% | -18.5% | +22.8% | +12.6% |
| 3M | -6.1% | -19.6% | +13.5% | +1.3% |
| 6M | +9.4% | -29.8% | +39.2% | +22.3% |
| YTD | +15.2% | +23.9% | -8.7% | -3.3% |
| 1Y | +32.8% | +15.0% | +17.8% | +15.1% |
| 3Y | +91.3% | +64.3% | +26.9% | +35.8% |
| 5Y | +22.7% | +26.3% | -3.7% | -3.7% |
| All | +92.7% | +304.8% | -212.1% | -12.5% |
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