+569.2%
USB vs EW
+6,974.1%
-6,404.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 6M | +18.8% | +5.5% | +13.3% | +17.0% |
| YTD | +21.0% | +5.5% | +15.6% | +19.0% |
| 1Y | +34.0% | +11.0% | +23.0% | +30.2% |
| 3Y | +95.3% | +17.7% | +77.6% | +82.0% |
| 5Y | +40.4% | -25.7% | +66.1% | +42.1% |
| 10Y | +107.3% | +132.8% | -25.5% | +61.5% |
| All | +569.2% | +6,974.1% | -6,404.9% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling