+92.7%
USB vs EW
+232.0%
-139.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -1.5% | +6.8% | -8.2% | -3.2% |
| 30D | +4.3% | +16.6% | -12.3% | 0.0% |
| 3M | -6.1% | +13.3% | -19.4% | -9.4% |
| 6M | +9.4% | +21.6% | -12.2% | +3.3% |
| YTD | +15.2% | +18.3% | -3.1% | +9.2% |
| 1Y | +32.8% | +21.7% | +11.0% | +24.9% |
| 3Y | +91.3% | +50.3% | +41.0% | +61.7% |
| 5Y | +22.7% | -15.0% | +37.7% | +21.1% |
| All | +92.7% | +232.0% | -139.3% | +36.3% |
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