+109.7%
USB vs ET
+171.6%
-61.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -1.3% | +7.5% | -8.8% | -4.0% |
| 3M | +15.2% | +11.4% | +3.8% | +10.5% |
| 6M | +18.8% | +18.5% | +0.3% | +11.0% |
| YTD | +21.0% | +37.4% | -16.4% | +6.7% |
| 1Y | +34.0% | +30.9% | +3.1% | +20.2% |
| 3Y | +95.3% | +98.7% | -3.4% | +48.8% |
| 5Y | +40.4% | +230.7% | -190.3% | -12.2% |
| All | +109.7% | +171.6% | -61.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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