+98.3%
USB vs EW
+17.9%
+80.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% |
| 3M | +15.2% | +2.8% | +12.4% | +14.7% |
| 6M | +18.8% | +5.5% | +13.3% | +17.7% |
| YTD | +21.0% | +5.5% | +15.6% | +19.8% |
| 1Y | +34.0% | +11.0% | +23.0% | +31.7% |
| All | +98.3% | +17.9% | +80.4% | +72.3% |
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 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