+91.5%
USB vs ET
+73.7%
+17.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.0% |
| 3M | -6.0% | -5.2% | -0.7% | -4.3% |
| 6M | +7.8% | +0.3% | +7.5% | +7.0% |
| YTD | +14.6% | +23.1% | -8.5% | +3.3% |
| 1Y | +31.8% | +22.7% | +9.0% | +18.7% |
| 3Y | +91.5% | +75.4% | +16.1% | +30.7% |
| All | +91.5% | +73.7% | +17.8% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling