+24.4%
USB vs ET
+216.9%
-192.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.5% | +1.8% | -2.3% | -1.3% |
| 30D | +5.7% | -3.0% | +8.7% | +6.8% |
| 3M | -4.7% | -4.7% | 0.0% | -3.0% |
| 6M | +13.4% | +2.7% | +10.7% | +11.5% |
| YTD | +17.0% | +26.5% | -9.5% | +4.0% |
| 1Y | +32.4% | +25.0% | +7.4% | +18.3% |
| 3Y | +101.7% | +85.4% | +16.3% | +47.0% |
| 5Y | +24.4% | +215.5% | -191.1% | -25.9% |
| All | +24.4% | +216.9% | -192.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling