+33.0%
USB vs ET
+24.5%
+8.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.6% |
| 7D | +0.8% | -4.4% | +5.2% | +0.5% |
| 30D | +6.8% | -4.8% | +11.5% | +6.5% |
| 3M | -3.8% | -3.4% | -0.3% | -3.7% |
| 6M | +11.7% | +2.2% | +9.6% | +12.5% |
| YTD | +17.5% | +24.2% | -6.7% | +25.2% |
| All | +33.0% | +24.5% | +8.5% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling