+89.2%
USB vs ET
+169.5%
-80.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | +0.8% | -4.4% | +5.2% | +2.5% |
| 30D | +6.8% | -4.8% | +11.5% | +8.6% |
| 3M | -3.8% | -3.4% | -0.3% | -2.7% |
| 6M | +11.7% | +2.2% | +9.6% | +10.3% |
| YTD | +17.5% | +24.2% | -6.7% | +7.2% |
| 1Y | +33.8% | +24.5% | +9.3% | +21.8% |
| 3Y | +104.2% | +83.6% | +20.6% | +59.0% |
| 5Y | +26.4% | +203.4% | -177.0% | -19.1% |
| 10Y | +89.2% | +166.5% | -77.3% | +13.9% |
| All | +89.2% | +169.5% | -80.3% | +13.9% |
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