+79.8%
USB vs ET
+161.1%
-81.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.2% | +3.0% | -1.8% | +0.1% |
| 30D | +6.3% | -3.5% | +9.7% | +7.5% |
| 3M | -6.1% | -5.6% | -0.5% | -4.3% |
| 6M | +13.0% | +0.5% | +12.5% | +12.3% |
| YTD | +16.6% | +26.3% | -9.8% | +5.6% |
| 1Y | +31.1% | +25.7% | +5.5% | +18.9% |
| 3Y | +100.9% | +85.1% | +15.8% | +55.8% |
| 5Y | +24.5% | +216.4% | -191.9% | -21.6% |
| All | +79.8% | +161.1% | -81.3% | +7.4% |
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