+91.7%
USB vs ESI
+312.6%
-220.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | 0.0% | -8.5% | +8.5% | +3.4% |
| 30D | +5.8% | -15.7% | +21.5% | +12.7% |
| 3M | -6.0% | -18.2% | +12.3% | +0.7% |
| 6M | +7.8% | -28.8% | +36.6% | +19.8% |
| YTD | +14.6% | +26.3% | -11.7% | -4.6% |
| 1Y | +31.8% | +18.2% | +13.5% | +12.9% |
| 3Y | +91.5% | +68.1% | +23.4% | +34.7% |
| 5Y | +22.0% | +28.8% | -6.7% | -5.0% |
| All | +91.7% | +312.6% | -220.8% | -13.7% |
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