+96.6%
USB vs EW
+47.8%
+48.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.3% |
| 7D | +2.4% | +8.3% | -5.9% | +1.3% |
| 30D | +6.6% | +13.9% | -7.4% | +4.7% |
| 3M | -4.1% | +10.9% | -15.0% | -5.5% |
| 6M | +12.5% | +19.2% | -6.8% | +9.6% |
| YTD | +17.6% | +16.6% | +1.1% | +14.9% |
| 1Y | +36.5% | +18.1% | +18.4% | +33.1% |
| All | +96.6% | +47.8% | +48.8% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling