+298.6%
USB vs ET
+1,270.1%
-971.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -1.5% | -8.1% | +6.6% | +0.8% |
| 30D | +4.3% | -7.5% | +11.8% | +6.4% |
| 3M | -6.1% | -4.1% | -2.0% | -5.2% |
| 6M | +9.4% | -2.7% | +12.1% | +9.9% |
| YTD | +15.2% | +22.6% | -7.5% | +8.3% |
| 1Y | +32.8% | +22.0% | +10.8% | +24.9% |
| 3Y | +91.3% | +72.8% | +18.5% | +63.2% |
| 5Y | +22.7% | +201.4% | -178.8% | -10.1% |
| 10Y | +97.0% | +211.8% | -114.7% | +34.2% |
| All | +298.6% | +1,270.1% | -971.4% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling