+91.7%
USB vs ET
+209.4%
-117.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | 0.0% | -7.9% | +7.9% | +3.0% |
| 30D | +5.8% | -5.9% | +11.8% | +8.1% |
| 3M | -6.0% | -5.2% | -0.7% | -4.3% |
| 6M | +7.8% | +0.3% | +7.5% | +7.2% |
| YTD | +14.6% | +23.1% | -8.5% | +5.0% |
| 1Y | +31.8% | +22.7% | +9.0% | +20.7% |
| 3Y | +91.5% | +75.4% | +16.1% | +52.1% |
| 5Y | +22.0% | +202.6% | -180.6% | -21.4% |
| All | +91.7% | +209.4% | -117.7% | +12.5% |
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