+108.7%
USB vs EW
+133.1%
-24.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -0.3% | +1.8% | +1.5% |
| 30D | -1.3% | +1.0% | -2.4% | -1.6% |
| 3M | +15.2% | +2.8% | +12.4% | +14.2% |
| 6M | +18.8% | +5.5% | +13.3% | +16.7% |
| YTD | +21.0% | +5.5% | +15.6% | +18.6% |
| 1Y | +34.0% | +11.0% | +23.0% | +29.4% |
| 3Y | +95.3% | +17.7% | +77.6% | +78.2% |
| 5Y | +40.4% | -25.7% | +66.1% | +43.6% |
| All | +108.7% | +133.1% | -24.3% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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